Bradford, West Yorkshire Bd9 4JL
Bradford University School of Management
in Total Papers Downloads
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Time-Varying beta, September 11, MA-GARCH, CAPM
Hedge Ratio, Bivariate GARCH, Cash Index, Futures Index, Variance
Financial Crisis, Cointegration, Johansen Method
Exchange Rate, Asian Financial Crisis, Johansen Cointegration, Band Regression
Monetary policy, cointegration, error correction, speed of adjustment, exchange rate
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