Mean reversion and the forecasting of country betas: A note

Global Finance Journal

Volumn 10, Issue 2, 1999, Pages 231-245

  Gangemi, Michael ^a   Brooks, Robert ^a   Faff, Robert ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

Country betas; Forecasting; Mean reversion

Indexed keywords

EID: 0033191854     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1044-0283(99)00015-0     Document Type: Article

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