Time-varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis
Year of publication: |
1998
|
---|---|
Authors: | Faff, R.W. ; Brooks, R.D. |
Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 25.1998, 5-6, p. 721-746
|
Saved in:
Saved in favorites
Similar items by person
-
Time-varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis
Faff, R.W., (1998)
-
Exploring the economic rationale of extremes in GARCH generated betas: The case of U.S. banks
McKenzie, M.D., (2000)
-
Exploring the economic rationale of extremes in GARCH generated betas: The case of U.S. banks
McKenzie, M.D., (2000)
- More ...