Senior Professor HN Prabhath Jayasinghe
Department of Business Economics, Faculty of Management & Finance
Home
Publications
Research
Teaching
Gallery
Contact Details
New Estimates of Time-Varying Currency Betas: A Trivariate BEKK-GARCH Approach
Refereed Journal articles
Jayasinghe, Prabhath, Albert K. Tsui, and Zhaoyong Zhang
Economic Modelling, 42, pp. 128-139
Publication year: 2014
