Web Access Research Portal

Research Output Details

Alexeev, V and Dungey, M and Yao, W, “Time-varying continuous and jump betas: the role of firm characteristics and periods of stress”, Journal of Empirical Finance, 40 pp. 1-19. ISSN 0927-5398 (2017) [Refereed Article]
Data TypeValue
Type of ResearchApplied Research
Research DivisionHuman Society
Research GroupPolicy and administration
Research FieldEconomic development policy
Research Objective DivisionEconomic Framework
Research Objective GroupMacroeconomics
Research Objective FieldSavings and investments
Visit Item on eCitehttp://ecite.utas.edu.au/112873
Digital Object Identifierdoi:10.1016/j.jempfin.2016.11.002
Scopus Source URLView the full record on Scopus
Scopus Citing URLView the list of citing articles on Scopus
Web of Science® Source URLView the full record on Web of Science®
Web of Science® Citing URLView the list of citing articles on Web of Science®
Web of Science® Related URLView the list of related articles on Web of Science®
Number of Times Cited13