An intertemporal international asset pricing model : theory and empirical evidence
Year of publication: |
2005
|
---|---|
Authors: | Chang, Jow-ran ; Errunza, Vihang R. ; Hogan, Kedreth C. ; Hung, Mao-Wei |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 11.2005, 2, p. 173-194
|
Subject: | CAPM | Internationaler Finanzmarkt | International financial market | Währungsrisiko | Exchange rate risk |
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