Results 181 to 190 of about 343,694 (202)

The Conditional Beta in the CAPM

SSRN Electronic Journal, 2017
openaire   +1 more source

Market Clearing Conditions and the CAPM Equation

SSRN Electronic Journal, 2021
openaire   +1 more source

Verification of the Conditional CAPM: The Example of the Polish Capital Market

2019
In contrast to the classical approach, this work proposed the separate treatment of results received in periods of positive and negative market excess return. Moreover, this study used rather realised than average returns in cross-sectional regressions.
openaire   +1 more source

A Dynamic Conditional Regime-Switching GARCH CAPM for Energy and Financial Markets

Energy Economics, 2020
Julien Chevallier, Bangzhu Zhu
exaly  

Betas in the Time of Corona: A Conditional CAPM Approach Using Multivariate GARCH Model for India

Managerial Finance, 2022
Sonali Jain
exaly  

Conditional Beta Pricing and the CAPM

2014
openaire   +1 more source

Conditional CAPM Using Expected Returns of Brazilian Sustainability Companies

Theoretical Economics Letters, 2018
Elmo Tambosi Filho
exaly  

Conditional Beta Pricing and the CAPM

2000
openaire   +1 more source

Does the Conditional CAPM Work? Evidence From the Istanbul Stock Exchange

Emerging Markets Finance and Trade, 2011
Atakan Yalcin
exaly  

A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market

Eurasian Economic Review, 2011
Tamara Teplova
exaly