Additional information is available for the following registered author(s):

• Robert William Faff

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 2 (1992)
Issue (Month): 4 (December)
Pages: 191-98
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:taf:apfiec:v:2:y:1992:i:4:p:191-98

Contact details of provider:
Web page: http://www.tandf.co.uk/journals/routledge/09603107.html

Order Information:
Web: http://www.tandf.co.uk/journals/subscription.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Fabio Panetta, 2001. "The Stability of the Relation between the Stock Market and Macroeconomic Forces," Temi di discussione (Economic working papers) 393, Bank of Italy, Economic Research Department. [Downloadable!]
2. Mª Victoria Esteban González & Fernando Tusell Palmer, 2009. "Predicting Betas: Two new methods," BILTOKI 200901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
3. Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, Reading University. [Downloadable!]
4. Yuenan Wang & Amalia Di Iorio, 2007. "The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 181-203, August. [Downloadable!] (restricted)
5. Wdowinski, Piotr, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
6. Robert D. Brooks & Lye Chee Shoung, 2006. "The impact of capital controls on Malaysian banking industry betas," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 247-249, July. [Downloadable!] (restricted)
7. Markus Ebner & Thorsten Neumann, 2005. "Time-Varying Betas of German Stock Returns," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 29-46, June. [Downloadable!] (restricted)
8. R. D. Brooks & R. W. Faff & M. McKenzie, 2002. "Time varying country risk: an assessment of alternative modelling techniques," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 249-274, September. [Downloadable!] (restricted)
9. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2009-12-5.