Market risk in demutualised self-listed stock exchanges [electronic resource] : an international ana...
Market risk in demutualised self-listed stock exchanges [electronic resource] : an international analysis of selected time-varying betas / Andrew Worthington & Helen Higgs.
About this item
Full title
Author / Creator
Publisher
Wollongong, N.S.W. : School of Accounting and Finance, University of Wollongong, 2005.
Date
2005.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Wollongong, N.S.W. : School of Accounting and Finance, University of Wollongong, 2005.
Series
Place of Publication
New South Wales
Date Published
2005.
Subjects
More information
Scope and Contents
Summary
"This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock Exchange, the Deutsche Börse, the London Stock Exchange and the Singapore Stock Exchange. Daily company and MSCI index returns provide the respective asset and market portfolio data. A bivariate MA-GARCH model is used to estimate time-varyin...
Alternative Titles
Full title
Market risk in demutualised self-listed stock exchanges [electronic resource] : an international analysis of selected time-varying betas / Andrew Worthington & Helen Higgs.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working papers series / University of Wollongong, School of Accounting and Finance ; 05/06.
Title from title screen (viewed 31 Oct. 2005).
Bibliography: p. 14-15.
System details note
Mode of Access: Internet via World Wide Web. On 9/03/2007 available from website of the University of Wollongong at: http://www.uow.edu.au/commerce/accy/research/workingpaper/index.html.
System requirements: Adobe Acrobat Reader required to print/view PDF files....
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Other version (online)
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Primary Identifiers
Record Identifier
74VKm72O8eAl
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKm72O8eAl
Other Identifiers
MMS ID
991020550539702626
