A Non-Parametric Test of the Conditional CAPM for the Mexican Economy
Year of publication: |
2006
|
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Authors: | Castillo-Spíndola, Jorge H. del |
Published in: |
Estudios Económicos. - Centro de Estudios Económicos. - Vol. 21.2006, 2, p. 275-297
|
Publisher: |
Centro de Estudios Económicos |
Subject: | CAPM | conditional mean-variance efficiency | betas of the assets | market risk premium | non-parametric testing |
Type of publication: | Article |
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Language: | English |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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