Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach
Sorin Gabriel Anton; Marie Ochem
| Year of publication: |
2013
|
|---|---|
| Authors: | Anton, Sorin Gabriel ; Ochem, Marie |
| Published in: |
International journal of economic policy in emerging economies. - Genève : Inderscience Enterprises, ISSN 1752-0452, ZDB-ID 2449908-0. - Vol. 6.2013, 2, p. 107-121
|
| Subject: | time-varying beta | country risk | GARCH BEKK model | Central and Eastern Europe | financial crisis | stock index | emerging markets | Osteuropa | Eastern Europe | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Betafaktor | Beta risk | Aktienindex | Stock index | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
| 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/10009790510