Time varying CAPM betas and banking sector risk
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Publication:433198
DOI10.1016/j.econlet.2011.12.056zbMath1242.91078MaRDI QIDQ433198
Publication date: 13 July 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.056
91G70: Statistical methods; risk measures
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