Forward-Looking Beta Estimates:Evidence from an Emerging Market
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- Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Scientific and Educational Initiative LLC, vol. 35(3), pages 18-29.
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More about this item
Keywords
CAPM; GARCH ; Volatility; Asymmetry;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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