Title of article :
Currency risk in excess equity returns: a multi time-varying beta approach
Author/Authors :
G.C. Lim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Multivariate GARCH modelling , Multi-factor asset pricing , Time-varying multi-betas
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
