Estimation, instability, and non-stationarity of beta coefficients for twenty-four emerging markets in 2005-2021
Year of publication: |
2021
|
---|---|
Authors: | Mikołajek-Gocejna, Magdalena |
Published in: |
European research studies. - Piraeus : [Verlag nicht ermittelbar], ISSN 1108-2976, ZDB-ID 2479315-2. - Vol. 24.2021, 4, p. 370-395
|
Subject: | CAPM | country beta coefficient | systematic risk | stability of beta | Betafaktor | Beta risk | Schwellenländer | Emerging economies | Schätzung | Estimation | Schätztheorie | Estimation theory | Risiko | Risk |
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