Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301)
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scientific article; zbMATH DE number 5002357
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| default for all languages | No label defined |
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| English | Time-Varying Betas Help in Asset Pricing: The Threshold CAPM |
scientific article; zbMATH DE number 5002357 |
Statements
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (English)
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27 January 2006
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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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0.8085792660713196
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0.7985555529594421
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0.7977274656295776
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0.7793158888816833
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0.7680895924568176
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