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~person:"McKenzie, Michael D."
~subject:"Beta risk"
~subject:"Welt"
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McKenzie, Michael D.
Faff, Robert W.
51
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Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
2
An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Faff, Robert W.
;
Hillier, David
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 467-500
Persistent link: https://www.econbiz.de/10003140301
Saved in:
3
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
4
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
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