Properly estimating risk in emerging markets : a comparison of beta adjustment techniques
Antonie Katscher, Alejandro Mac Cawley, and Tomas Reyes
| Year of publication: |
2020
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| Authors: | Katscher, Antonie ; Mac Cawley, Alejandro ; Reyes, Tomas |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 693-729
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| Subject: | Beta | emerging markets | risk estimation | thin trading | Schwellenländer | Emerging economies | Betafaktor | Beta risk | Schätzung | Estimation | CAPM | Länderrisiko | Country risk | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1543581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211495