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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 Type | Value |
---|---|
Type of Research | Applied Research |
Research Division | Human Society |
Research Group | Policy and administration |
Research Field | Economic development policy |
Research Objective Division | Economic Framework |
Research Objective Group | Macroeconomics |
Research Objective Field | Savings and investments |
Visit Item on eCite | http://ecite.utas.edu.au/112873 |
Digital Object Identifier | doi:10.1016/j.jempfin.2016.11.002 |
Scopus Source URL | View the full record on Scopus |
Scopus Citing URL | View the list of citing articles on Scopus |
Web of Science® Source URL | View the full record on Web of Science® |
Web of Science® Citing URL | View the list of citing articles on Web of Science® |
Web of Science® Related URL | View the list of related articles on Web of Science® |
Number of Times Cited | 13 |