Determinants of Country Beta Risk in Poland
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marshall, Andrew & Maulana, Tubagus & Tang, Leilei, 2009. "The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 250-259, December.
- Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo Group Munich.
More about this item
Keywordscountry beta risk; capital market; risk modelling; econometric model; forecasting; Poland;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-02 (All new papers)
- NEP-FIN-2004-05-02 (Finance)
- NEP-IFN-2004-05-02 (International Finance)
- NEP-TRA-2004-05-02 (Transition Economics)
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