Alternative beta risk estimators in emerging markets: the Latin American case

Robert Darren Brooks, Robert W Faff, Timothy R L Fry, Diana Maldonado-Rey

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationLatin American Financial Markets: Developments in Financial Innovations
    EditorsH Arbelaez, R Click
    Place of PublicationOxford UK
    PublisherElsevier
    Pages329 - 344
    Number of pages16
    Edition1
    ISBN (Print)0762311630
    Publication statusPublished - 2004

    Cite this

    Brooks, R. D., Faff, R. W., Fry, T. R. L., & Maldonado-Rey, D. (2004). Alternative beta risk estimators in emerging markets: the Latin American case. In H. Arbelaez, & R. Click (Eds.), Latin American Financial Markets: Developments in Financial Innovations (1 ed., pp. 329 - 344). Oxford UK: Elsevier.
    Brooks, Robert Darren ; Faff, Robert W ; Fry, Timothy R L ; Maldonado-Rey, Diana. / Alternative beta risk estimators in emerging markets: the Latin American case. Latin American Financial Markets: Developments in Financial Innovations. editor / H Arbelaez ; R Click. 1. ed. Oxford UK : Elsevier, 2004. pp. 329 - 344
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    year = "2004",
    language = "English",
    isbn = "0762311630",
    pages = "329 -- 344",
    editor = "H Arbelaez and R Click",
    booktitle = "Latin American Financial Markets: Developments in Financial Innovations",
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    Brooks, RD, Faff, RW, Fry, TRL & Maldonado-Rey, D 2004, Alternative beta risk estimators in emerging markets: the Latin American case. in H Arbelaez & R Click (eds), Latin American Financial Markets: Developments in Financial Innovations. 1 edn, Elsevier, Oxford UK, pp. 329 - 344.

    Alternative beta risk estimators in emerging markets: the Latin American case. / Brooks, Robert Darren; Faff, Robert W; Fry, Timothy R L; Maldonado-Rey, Diana.

    Latin American Financial Markets: Developments in Financial Innovations. ed. / H Arbelaez; R Click. 1. ed. Oxford UK : Elsevier, 2004. p. 329 - 344.

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    TY - CHAP

    T1 - Alternative beta risk estimators in emerging markets: the Latin American case

    AU - Brooks, Robert Darren

    AU - Faff, Robert W

    AU - Fry, Timothy R L

    AU - Maldonado-Rey, Diana

    PY - 2004

    Y1 - 2004

    M3 - Chapter (Book)

    SN - 0762311630

    SP - 329

    EP - 344

    BT - Latin American Financial Markets: Developments in Financial Innovations

    A2 - Arbelaez, H

    A2 - Click, R

    PB - Elsevier

    CY - Oxford UK

    ER -

    Brooks RD, Faff RW, Fry TRL, Maldonado-Rey D. Alternative beta risk estimators in emerging markets: the Latin American case. In Arbelaez H, Click R, editors, Latin American Financial Markets: Developments in Financial Innovations. 1 ed. Oxford UK: Elsevier. 2004. p. 329 - 344