Beta Asymmetry in the Global Stock Markets Following the Subprime Mortgage Crisis-Reference-Cited by-同舟云学术

Beta Asymmetry in the Global Stock Markets Following the Subprime Mortgage Crisis

Published:2015-09 Issue:9 Volume:52 Page:2195-2207
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Liau Yung-Shi

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/1540496X.2015.1068613

Reference32 articles.

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2. Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system

3. Asymmetric Volatility and Risk in Equity Markets

4. Generalized autoregressive conditional heteroskedasticity

5. Good News, Bad News, Volatility, and Betas

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