Publisher
Springer Science and Business Media LLC
Reference24 articles.
1. Bekiros S, Marcellino M (2013) The multiscale causal dynamics of foreign exchange markets. J Int Money Finance 33:282–305
2. Bekiros S, Nguyen DK, Uddin GS (2016) On time scale behavior of equity commodity links: implications for portfolio management. J Int Financ Market Inst Money 41:79–121
3. Black F, Jensen M, Scholes M (1972) The capital asset pricing model: some empirical test; studies in the theory of capital markets. In: Jensen M (ed) Praeger Publishers, New York, pp 79–121
4. Brooks RD, Faff RW, Lee JHH (1992) The form of time variation of systematic risk: some Australian evidence. Appl Financ Econ 2:191–198
5. Brooks RD, Faff RW, McKenzie MD (1998) Time-varying Beta risk of Australian industry portfolios: a comparison of modelling techniques. Aust J Manag 23(1):1–22
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献