مرکز منطقه ای اطلاع رساني علوم و فناوري - Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. Banks

Title of article :

Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. Banks

Author/Authors :

Michael D. McKenzie، نويسنده , , Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده , , Yew Kee Ho، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

To page :

106

Keywords :

GARCH , Beta , Extreme information

Journal title :

Quarterly Review of Economics and Finance

Serial Year :

2000

Journal title :

Quarterly Review of Economics and Finance

Record number :

178243

Link To Document :