Time varying CAPM betas and banking sector risk (Q433198): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B25 / rank | |||
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / zbMATH DE Number: 6055770 / rank | |||
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CAPM | |||
Property / zbMATH Keywords: CAPM / rank | |||
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financial risk | |||
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structural breaks | |||
Property / zbMATH Keywords: structural breaks / rank | |||
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Revision as of 00:22, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Time varying CAPM betas and banking sector risk |
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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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