مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms

Title of article :

Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms

Author/Authors :

Taufiq Choudhry، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

118

Keywords :

GARCH , BEKK model , Asian financial crisis , Volatility , Time-varying beta

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2005

Journal title :

Pacific-Basin Finance Journal

Record number :

249406

Link To Document :