Bradford, West Yorkshire Bd9 4JL
Bradford University School of Management
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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
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Monetary policy, cointegration, error correction, speed of adjustment, exchange rate
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