Estimating market risk using time-varying CAPM and structural break models in Indian banking sector
Sangram Kesari Jena, Amarnath Mitra, Aviral Kumar Tiwari
| Year of publication: |
April 2018
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|---|---|
| Authors: | Jena, Sangram Kesari ; Mitra, Amarnath ; Tiwari, Aviral Kumar |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 4, p. 505-511
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| Subject: | Time varying beta | Structural break | Market risk | Bank index | Strukturbruch | CAPM | Indien | India | Bankrisiko | Bank risk | Schätzung | Estimation | Bank | Betafaktor | Beta risk | Marktrisiko | Zeitreihenanalyse | Time series analysis |
| 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/10011913245