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...
Đã lưu trong:
Tác giả chính: | |
---|---|
Tác giả của công ty: | |
Tác giả khác: | |
Định dạng: | Sách |
Ngôn ngữ: | English |
Được phát hành: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
|
Loạt: | Discussion papers in economics, finance and international competitiveness ;
no. 201. |
Những chủ đề: | |
Truy cập trực tuyến: | Electronic version |