Gold factor exposures in international asset pricing
Year of publication: |
2003
|
---|---|
Authors: | Davidson, Sinclair ; Faff, Robert W. ; Hillier, David |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 13.2003, 3, p. 271-289
|
Subject: | Gold | CAPM | Welt | World | 1975-1994 |
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