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This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies …
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This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market …
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According to a statement made in the BP Energy Outlook report in 2017, most of the world's liquid fuel (petroleum) is being consumed by the transportation industry. The mechanisms used to stimulate changes in the energy markets are affected by government policies that act in more ambitious ways...
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assumed to follow a white noise or autocorrelated process, it is confirmed by the rolling window estimation, and it holds for …
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