Specification tests of international asset pricing models
Year of publication: |
2006
|
---|---|
Authors: | Zhang, Xiaoyan |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 2, p. 275-307
|
Subject: | CAPM | Marktintegration | Market integration | Betafaktor | Beta risk | Währungsrisiko | Exchange rate risk | Japan | Großbritannien | United Kingdom | USA | United States | 1981-1997 |
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