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...
Wedi'i Gadw mewn:
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| Awdur Corfforaethol: | |
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| Fformat: | Llyfr |
| Iaith: | English |
| Cyhoeddwyd: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| Cyfres: | Discussion papers in economics, finance and international competitiveness ;
no. 201. |
| Pynciau: | |
| Mynediad Ar-lein: | Electronic version |
Rhyngrwyd
Electronic versionCARM 1 Store
| Copi 1 | Ar gael Gwneud Cais |
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