A time-varying perspective on the CAPM and downside betas
Hsiu-Jung Tsai; Ming-Chi Chen; Chih-Yuan Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Tsai, Hsiu-Jung ; Chen, Ming Chieh ; Yang, Chih-Yuan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 440-454
|
| Subject: | Downside beta | CAPM beta | Time-varying | DCC | Developed countries | CAPM | Betafaktor | Beta risk | Theorie | Theory | Entwicklungsländer | Developing countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010432321