Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach

Author： Alsarhan Abdulwahab A.   Khalifa Ahmed A.A.   Al-Titi Omar  

Publisher： Inderscience Publishers

ISSN： 1752-7767

Source： American J. of Finance and Accounting, Vol.3, Iss.1, 2013-10, pp. : 24-40

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

Related content

Volatility, distress risk, and the cross-section of portfolio returns

By  

Review of Accounting and Finance, Vol. 14, Iss. 2, 2015-05 ,pp. : 149-171

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Reward, equity and conflict: a dynamic approach

By Hunter L.C.   McCormack D.J.   Rimmer R.J.  

International Journal of Business Performance Management, Vol. 4, Iss. 1, 2003-07 ,pp. : 24-44

Inderscience Publishers

Access to resources Recommend Favorite

Using rents and price dynamics in real estate portfolio valuation

By Baroni Michel   Barthélémy Fabrice   Mokrane Mahdi  

Property Management, Vol. 25, Iss. 5, 2007-10 ,pp. : 462-486

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A systematic approach for knowledge auditing: a case study in transportation sector

By Cheung C.F.   Li M.L.   Shek W.Y.   Lee W.B.   Tsang T.S.  

Journal of Knowledge Management, Vol. 11, Iss. 4, 2007-07 ,pp. : 140-158

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Oil price risk and the Australian stock market - some further results

By Kish R.J.   Hogan K.M.   Olson G.   Faff R.W.   Brailsford T.J.  

Journal of Energy Finance and Development, Vol. 4, Iss. 1, 1999-06 ,pp. : 69-87

Elsevier

Access to resources Recommend Favorite