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person:"McKenzie, Michael D."
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McKenzie, Michael D.
Schwetzler, Bernhard
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
2
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
3
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10001494511
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