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Beta and returns revisited : evidence from the German stock market

Elsas, Ralf - 1999

Persistent link: https://www.econbiz.de/10013444867

Die t-Verteilung und ihre Verallgemeinerungen als Modell für Finanzmarktdaten

Grottke, Martin - 2002

Persistent link: https://www.econbiz.de/10001645202

Beta and returns revisited evidence from the German stock market

Elsas, Ralf; El-Shaer, Mahmoud; Theissen, Erik - In: Journal of international financial markets, … 13 (2003) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10001723744

Modeling common volatility characteristics and dynamic risk premia in European equity markets

Koutmos, Gregory; Knif, Johan; Philippatos, George C. - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 567-578

Persistent link: https://www.econbiz.de/10003747269

A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets : A Dependence-Switching Copula Approach

Wang, Yi-Chiuan - 2012

This paper develops a dependence-switching copula model to examine dependence and tail dependence for four different market statuses, namely, rising-stocks/appreciating-currency, falling-stocks/depreciating-currency, rising-stocks/depreciating-currency, and falling-stocks/appreciating-currency....

Persistent link: https://www.econbiz.de/10013107722