Granger Causality and the Capital Asset Pricing Model
Year of publication: |
2014
|
---|---|
Authors: | Dash, Mihir |
Published in: |
Journal of Applied Management and Investments. - Faculty of Economics and Management. - Vol. 3.2014, 2, p. 68-73
|
Publisher: |
Faculty of Economics and Management |
Subject: | Capital Asset Pricing Model | beta | systematic risk | market risk | Granger causality |
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