A variance equality test of the ICAPM on Philippine stocks : post-Asian financial crisis period
Year of publication: |
2006
|
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Authors: | Aquino, Rodolfo Q. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 38.2006, 3 (20.2.), p. 353-362
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Subject: | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Philippinen | Philippines | 1997-2001 |
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