Alsarhan, Abdulwahab A.; Khalifa, Ahmed A.A.; Al-Titi, Omar - In: American Journal of Finance and Accounting 3 (2013) 1, pp. 24-40
The paper investigates the impact of oil price volatility on the dynamics of systematic risk in eight equity sectors for Kuwait. To achieve this goal, it uses the Kalman filter approach to estimate the time-variant systematic risk in those sectors. This approach enables us to study the...
