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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Modeling time-varying conditional betas : a comparison of methods with application for REITs
Aloy, Marcel; Laly, Floris; Laurent, Sébastien; … - In: Recent econometric techniques for macroeconomic and …, (pp. 229-264). 2021
Beta coefficients are the cornerstone of asset pricing theory in the CAPM and multiple factor models. This chapter …
Persistent link: https://www.econbiz.de/10012395467
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A study on risk return relationship of Indian equity markets
Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022
Persistent link: https://www.econbiz.de/10014434886
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Good beta bad alpha and a simple way out : an empirical studyof listed stocks on NSE
Sanghi, Neerja; Bansal, Gaura - In: International finance for infrastructure development, (pp. 272-285). 2013
Persistent link: https://www.econbiz.de/10009725205
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Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Li, Ming-yuan Leon - In: Emerging markets : identification, new developments and …, (pp. 57-80). 2010
Persistent link: https://www.econbiz.de/10009563149
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Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André; Brewer, Wayne - In: Business research : an illustrative guide to practical …, (pp. 77-98). 2023
Persistent link: https://www.econbiz.de/10014317750
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Market volatility, beta, and risks in emerging markets
Nagy, László; Ormos, Mihály; Timotity, Dusán - In: Global financial crisis and it's ramifications on …, (pp. 519-535). 2017
Persistent link: https://www.econbiz.de/10011809965
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Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena; Torró, Hipòlit - In: Advances in risk management, (pp. 327-352). 2007
Persistent link: https://www.econbiz.de/10003401630
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Equities: what can they tell us about the real economy?
Hayes, Simon - In: The role of asset prices in the formulation of monetary …, (pp. 178-195). 1998
Persistent link: https://www.econbiz.de/10001325170
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Estimation and prediction of systematic risk with market-based and accounting-based data for German shares
Rudolph, Bernd; Zimmermann, Peter - In: Empirical research on the German capital market : with …, (pp. 187-206). 1999
Persistent link: https://www.econbiz.de/10001427665