Mean reversion and the forecasting of country betas: a note
| Year of publication: |
1999
|
|---|---|
| Authors: | Gangemi, Michael ; Brooks, Robert ; Faff, Robert |
| Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 10.1999, 2, p. 231-245
|
| Publisher: |
Elsevier |