Time-varying betas and asymmetric effects of news: empirical analysis of blue chip stocks
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1999
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7330 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w7330.pdf |
| Umfang: | 30, 12 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV013162400 | ||
| 003 | DE-604 | ||
| 005 | 20000626 | ||
| 007 | t| | ||
| 008 | 000519s1999 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)42725688 | ||
| 035 | |a (DE-599)BVBBV013162400 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Cho, Young-Hye |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Time-varying betas and asymmetric effects of news |b empirical analysis of blue chip stocks |c Young-Hye Cho ; Robert F. Engle |
| 264 | 1 | |a Cambridge, Mass. |c 1999 | |
| 300 | |a 30, 12 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7330 | |
| 650 | 4 | |a Market shocks | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Blue-chip stocks |x Prices |z United States |x Forecasting | |
| 650 | 4 | |a Risk perception |z United States |x Econometric models | |
| 650 | 4 | |a Stock exchanges and current events |z United States |x Econometric models | |
| 650 | 4 | |a Stock price forecasting |z United States | |
| 651 | 4 | |a USA | |
| 700 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7330 |w (DE-604)BV002801238 |9 7330 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w7330.pdf |z kostenfrei |3 Volltext |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008967708 | |
Datensatz im Suchindex
| _version_ | 1824392732658892800 |
|---|---|
| adam_text | |
| any_adam_object | |
| author | Cho, Young-Hye Engle, Robert F. 1942- |
| author_GND | (DE-588)128388528 |
| author_facet | Cho, Young-Hye Engle, Robert F. 1942- |
| author_role | aut aut |
| author_sort | Cho, Young-Hye |
| author_variant | y h c yhc r f e rf rfe |
| building | Verbundindex |
| bvnumber | BV013162400 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)42725688 (DE-599)BVBBV013162400 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV013162400</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20000626</controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">000519s1999 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)42725688</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013162400</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cho, Young-Hye</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Time-varying betas and asymmetric effects of news</subfield><subfield code="b">empirical analysis of blue chip stocks</subfield><subfield code="c">Young-Hye Cho ; Robert F. Engle</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">30, 12 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">7330</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Market shocks</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Blue-chip stocks</subfield><subfield code="x">Prices</subfield><subfield code="z">United States</subfield><subfield code="x">Forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk perception</subfield><subfield code="z">United States</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges and current events</subfield><subfield code="z">United States</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock price forecasting</subfield><subfield code="z">United States</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">USA</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Engle, Robert F.</subfield><subfield code="d">1942-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128388528</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">7330</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">7330</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w7330.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008967708</subfield></datafield></record></collection> |
| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV013162400 |
| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008967708 |
| oclc_num | 42725688 |
| open_access_boolean | 1 |
| owner | DE-521 |
| owner_facet | DE-521 |
| physical | 30, 12 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Cho, Young-Hye Verfasser aut Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle Cambridge, Mass. 1999 30, 12 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7330 Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States USA Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7330 (DE-604)BV002801238 7330 http://papers.nber.org/papers/w7330.pdf kostenfrei Volltext |
| spellingShingle | Cho, Young-Hye Engle, Robert F. 1942- Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States |
| title | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_auth | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_exact_search | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_full | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_fullStr | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_full_unstemmed | Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks Young-Hye Cho ; Robert F. Engle |
| title_short | Time-varying betas and asymmetric effects of news |
| title_sort | time varying betas and asymmetric effects of news empirical analysis of blue chip stocks |
| title_sub | empirical analysis of blue chip stocks |
| topic | Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States |
| topic_facet | Market shocks Ökonometrisches Modell Blue-chip stocks Prices United States Forecasting Risk perception United States Econometric models Stock exchanges and current events United States Econometric models Stock price forecasting United States USA |
| url | http://papers.nber.org/papers/w7330.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT choyounghye timevaryingbetasandasymmetriceffectsofnewsempiricalanalysisofbluechipstocks AT englerobertf timevaryingbetasandasymmetriceffectsofnewsempiricalanalysisofbluechipstocks |