COVID-19 crisis as a systematic risk: an empirical study in the egyptian stock market
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DOI: 10.6084/m9.figshare.13621847
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Cited by:
- Roman Mestre, 2023.
"Stock profiling using time–frequency-varying systematic risk measure,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
- Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Post-Print hal-04058285, HAL.
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More about this item
Keywords
CAPM model; beta; Systematic Risk; COVID-19;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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