Time varying CAPM betas and banking sector risk (Q433198)
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scientific article; zbMATH DE number 6055770
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| default for all languages | No label defined |
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| English | Time varying CAPM betas and banking sector risk |
scientific article; zbMATH DE number 6055770 |
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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0.7680895924568176
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0.7398040890693665
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0.736261785030365
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0.7193561792373657
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0.7190061807632446
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