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Persistent link: https://www.econbiz.de/10003905065
Persistent link: https://www.econbiz.de/10003837993
This study looks at the time-varying nature of systematic risk in the Greater China equity markets. The Shanghai and Shenzhen markets both have a low average systematic risk when measured against the world market. The short outbursts in systematic risk for these two markets seem to be directly...
Persistent link: https://www.econbiz.de/10013159807
This study looks at the time-varying nature of systematic risk in the Greater China equity markets. The Shanghai and Shenzhen markets both have a low average systematic risk when measured against the world market. The short outbursts in systematic risk for these two markets seem to be directly...
Persistent link: https://www.econbiz.de/10004999559