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Financial crisis
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Finance research letters
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37
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Research in international business and finance
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Emerging markets review
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International journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
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Economics letters
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Journal of Asian economics
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi
;
Tsai, Hsiu-Jung
;
Sing, Tien-foo
;
Yang, …
- In:
International journal of strategic property management
19
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Saved in:
2
Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach
Anton, Sorin Gabriel
;
Ochem, Marie
- In:
International journal of economic policy in emerging …
6
(
2013
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10009790510
Saved in:
3
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
Saved in:
4
Changing risk, return, and leverage : the 1997 Asian financial crisis
Maroney, Neal
;
Naka, Atsuyuki
;
Wansi, Theresia
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 143-166
Persistent link: https://www.econbiz.de/10001988598
Saved in:
5
Stock market return and risk profile in the European banking sector
Pažický, Martin
- In:
International journal of financial innovation in …
2
(
2018
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10011999420
Saved in:
6
Real estate global beta and spillovers : an international study
Liow, Kim Hiang
;
Newell, Graeme
- In:
Economic modelling
59
(
2016
),
pp. 297-313
Persistent link: https://www.econbiz.de/10011647847
Saved in:
7
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
8
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
9
Time-varying beta during the 2008 financial crisis : evidence from North America and Western Europe
Ben Slimane, Ikrame
;
Bellalah, Makram
;
Rjiba, Hatem
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 398-431
Persistent link: https://www.econbiz.de/10011782717
Saved in:
10
Time-varying systematic risk for style investment : evidence from global stock markets
Liau, Yung-Shi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
7
,
pp. 921-930
Persistent link: https://www.econbiz.de/10011992821
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