Time-varying betas of banking sectors
Year of publication: |
2012
|
---|---|
Authors: | Adam, Tomáš ; Benecká, Soňa ; Jánský, Ivo |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 62.2012, 6, p. 485-504
|
Subject: | Bank | Betafaktor | Beta risk | CAPM | Systemrisiko | Systemic risk |
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