Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks

Michael D. McKenzie, Robert Brooks, Robert Faff and Yew Kee Ho

The Quarterly Review of Economics and Finance, 2000, vol. 40, issue 1, 85-106

Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1062-9769(99)00046-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:quaeco:v:40:y:2000:i:1:p:85-106

Access Statistics for this article

The Quarterly Review of Economics and Finance is currently edited by R. J. Arnould and J. E. Finnerty

More articles in The Quarterly Review of Economics and Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().