Modeling and assessing systematic risk in stock markets in major oil exporting countries
Introduction. This paper aims to assess time variability of beta coefficients (systematic risk) of Capital Asset Pricing Model (CAPM) using data from five key sectors in Saudi Arabia and Kuwait stock markets. Material and methods. To assess time – varying systematic risk we employed symmetric as...
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| Format: | Article |
| Language: | English |
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Limited liability company “Scientific and Educational Initiative”
2021-08-01
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| Series: | Economic Consultant |
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| Online Access: | https://statecounsellor.wordpress.com/2021/08/26/onour-2/ |