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Estimating Time-Varying Beta Coefficients: An Empirical Study of US and ASEAN Portfolios
, 2016J. French
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TIME-VARYING BETA OF THE PARTICIPATION 30 INDEX
2019Islamicstock indices are consisting of stocks that are subject to various filteringcriteria related to the field of activity and indebtedness of stocks traded onconventional stock markets. The Participation 30 index (KATLM) consists of 30stocks that are determined to meet the filtering criteria among the stockstraded on Borsa Istanbul.
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Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe
, 2017Ikrame Ben Slimane +2 more
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An international analysis of time varying beta risk in listed real estate securities
, 2017G. Morri, Federico Romito
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Time-Varying Beta Risk and Its Modeling Techniques for Turkish Industry Portfolios
, 2015V. Abiyev
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Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis
, 1998R. Faff, R. Brooks
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Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms
, 2005Taufiq Choudhry
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