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Applied financial economics
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Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James
- In:
Applied financial economics
21
(
2011
)
19
,
pp. 1463-1479
Persistent link: https://www.econbiz.de/10009185337
Saved in:
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Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
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