Market risk in demutualised self-listed stock exchanges : an international analysis of selected time-varying betas /
"This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock Exchange, the Deutsche B©œrse, the London Stock Exchange and the Singapore Stock Exchange. Daily company and MSCI index returns provide the respective asset and market portfolio data. A b...
Saved in:
| 主要作者: | |
|---|---|
| 企业作者: | |
| 其他作者: | |
| 格式: | 图书 |
| 语言: | English |
| 出版: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
|
| 丛编: | Discussion papers in economics, finance and international competitiveness ;
no. 201. |
| 主题: | |
| 在线阅读: | Electronic version |