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  • A time-varying beta approach to measuring New Zealand's country risk

    Tourani-Rad, Alireza; Choi, Daniel F.S.; Wilson, Benjamin (Emerald Group Publishing Ltd, 2006)
    Purpose – The purpose of this paper is to estimate New Zealand's country level risk using a time-varying country beta market model. Country beta is allowed to vary as a function of several macro-economic variables, including ...

Benjamin Wilson has 2 co-authors in Research Commons.