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Quantitative Finance Volume 8, 2008 - Issue 4
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Research Papers

Conditional risk–return relationship in a time-varying beta model

Peng Huang Department of Economics, Ripon College and University of Wisconsin—La Crosse, Ripon, WI 54971, USACorrespondence[email protected]
&
C. James Hueng Department of Economics, Western Michigan University, Kalamazoo, MI 49008, USA
Pages 381-390 | Received 10 Apr 2006, Accepted 22 Dec 2006, Published online: 12 Jun 2008

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Yue-Jun Zhang & Yi-Ming Wei. (2011) The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis. Quantitative Finance 11:7, pages 967-978.
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