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Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms
Choudhry, Taufiq - In: Pacific-Basin finance journal 13 (2005) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10002536515
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September 11 and time-varying beta of United States companies
Choudhry, Taufiq - In: Applied financial economics 15 (2005) 17, pp. 1227-1242
Persistent link: https://www.econbiz.de/10003228795
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Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis
Choudhry, Taufiq; Jayasekera, Ranadeva - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 213-242
Persistent link: https://www.econbiz.de/10011327633
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The stochastic structure of the time-varying beta : evidence from UK companies
Choudhry, Taufiq - In: The Manchester School 70 (2002) 6, pp. 768-791
Persistent link: https://www.econbiz.de/10001720415
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Time-varying beta and the Asian financial crisis : evidence from the Asian industrial sectors
Choudhry, Taufiq; Lu, Lin; Peng, Ke - In: Japan and the world economy : international journal of … 22 (2010) 4, pp. 228-234
Persistent link: https://www.econbiz.de/10009272684
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973
Persistent link: https://www.econbiz.de/10011860929