Time-varying betas and asymmetric effects of news: empirical analysis of blue chip stocks
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1999
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7330 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 30, 12 S. graph. Darst. |
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| spelling | Cho, Young-Hye Verfasser aut Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle Cambridge, Mass. 1999 30, 12 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7330 Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States USA Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7330 (DE-604)BV002801238 7330 http://papers.nber.org/papers/w7330.pdf kostenfrei Volltext |
| spellingShingle | Cho, Young-Hye Engle, Robert F. 1942- Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States |
| title | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_auth | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_exact_search | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_full | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_fullStr | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_full_unstemmed | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_short | Time-varying betas and asymmetric effects of news |
| title_sort | time varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_sub | empirical analysis of blue chip stocks |
| topic | Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States |
| topic_facet | Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States USA |
| url | http://papers.nber.org/papers/w7330.pdf |
| volume_link | (DE-604)BV002801238 |
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