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...
Сохранить в:
| Главный автор: | |
|---|---|
| Соавтор: | |
| Другие авторы: | |
| Формат: | |
| Язык: | English |
| Опубликовано: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
|
| Серии: | Discussion papers in economics, finance and international competitiveness ;
no. 201. |
| Предметы: | |
| Online-ссылка: | Electronic version |
Internet
Electronic versionCARM 1 Store
| Копировать 1 | Доступно Поместить задолженность |
|---|