Time-Varying Beta of Scandinavian Industries: The Crisis Experience
Given the influence of the crisis on worldwide financial markets, the aim of this work is to empirically study the effects of the current financial crisis on the time-varying beta of industries in the Scandinavian region. The paper will consider such countries as Norway, Denmark, Finland and Sweden. Gathering data for 14 Scandinavian industries during the 10 year period. Then, quantitative tools s
