Local, global, and international CAPM : for which countries does model choice matter?
Year of publication: |
2020
|
---|---|
Authors: | Diro Ejara, Demissew ; Krapl, Alain ; O'Brien, Thomas J. ; Ruiz de Vargas, Santiago |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 2, p. 73-95
|
Subject: | Discount Rate | valuation | ex ante risk premium | currency risk | foreign exchange (FX) index | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Welt | World | Währungsrisiko | Exchange rate risk |
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