Search Results - subject:"Time-varying beta coefficients"

Fonseca, José Soares da - In: International Economics and Economic Policy 10 (2013) 3, pp. 393-404

model with time-varying beta coefficients, which is the basis for the subsequent estimation of the transmission of …

Persistent link: https://www.econbiz.de/10010864989

Fonseca, José Soares da - In: International economics and economic policy : IEEP 10 (2013) 3, pp. 393-404

Persistent link: https://www.econbiz.de/10010197725

Eisenbeiss, Maik; Kauermann, Goran; Semmler, Willi - In: The European Journal of Finance 13 (2007) 6, pp. 503-522

regression as well as better manageability compared with the existing time-series approaches dealing with time-varying beta-coefficients …

Persistent link: https://www.econbiz.de/10005471947