Comparative study of the instability and dynamics of systematic risk for Tehran Stock Exchange and a selected group of emerging stock markets
This study investigates the stability of systematic risk of Tehran stock Exchange and a selected group of emerging stock markets including of Latin America, Asian South eastern and Istanbul Stock Exchange. The study uses time series specification of CAPM model (Black et al, 1972) and employs Bai and...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2013-09-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
| Subjects: | |
| Online Access: | https://ijer.atu.ac.ir/article_137_c55024181f2b52c1f031a9b3e74888ee.pdf |