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Time Varying Downside Betas: Evidence from Conventional and Islamic Indices

by Majoul Neila and Hellara Slaheddine

International Journal of Global Energy Markets and Finance. 2018, 1(1), 26-40. DOI: 10.12691/ijgefm-1-1-5
Pub. Date: August 03, 2018Views: 9977 Downloads: 9549Like: 1

Time-Varying Beta CAPM downside risk measures Stock market indices Islamic finance

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