Mean reversion and the forecasting of country betas - a note

Author: Gangemi M.   Brooks R.   Faff R.  

Publisher: Elsevier

ISSN: 1044-0283

Source: Global Finance Journal, Vol.10, Iss.2, 1999-09, pp. : 231-245

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract