Work

Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe

Year: 2017

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/jrf-02-2017-0020

Authors: Ikrame Ben Slimane, Makram Bellalah, Hatem Rjiba

Institutions: ESSCA School of Management, Université de Picardie Jules Verne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2734530446

FWCI: 1.133

Cites: 37

Cited by: 13

Related to: 10