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

    1 Citation (Scopus)
    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). Elsevier.