Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks

Bibliographic Details
Main Author: Cho, Young-Hye (-)
Other Authors: Engle, Robert F.
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 1999.
Series:NBER Working Paper Series ; 7330
Subjects:
See on Universidad de Deusto:https://oceano.biblioteca.deusto.es/primo-explore/search?query=any,contains,991004173149703351&tab=default_tab&search_scope=deusto_alma&vid=deusto
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Description
Physical Description:30, 12 p. ; 22 cm
Bibliography:Bibliogr.: p. 25-30