Time varying CAPM betas and banking sector risk (Q433198): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.056 / rank | |||
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| Property / OpenAlex ID: W1964018142 / rank | |||
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| Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank | |||
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| Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank | |||
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Latest revision as of 11:51, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying CAPM betas and banking sector risk |
scientific article |
Statements
Time varying CAPM betas and banking sector risk (English)
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13 July 2012
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CAPM
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financial risk
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structural breaks
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