Mean reversion and the forecasting of country betas: A note

Michael Gangemi*, Robert Brooks, Robert Faff

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Mean reversion and the forecasting of country betas: A note'. Together they form a unique fingerprint.

Business & Economics