Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301)

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Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
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    Statements

    title
    Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (English)
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    author
    Levent Akdeniz
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    Aslihan Altay-Salih
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    Mehmet Caner
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    publication date
    27 January 2006
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    zbMATH Keywords
    interest rate
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    threshold regression
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    LM test
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    concentrated LS
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    bootstrap
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    Identifiers

    zbMATH DE Number
    5002357
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    OpenAlex ID
    W3121164281
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