Testing International Asset Pricing Models Using Implied Costs of Capital
Year of publication: |
[2008]
|
---|---|
Authors: | Lee, Charles M.C. |
Other Persons: | Ng, David T. (contributor) ; Swaminathan, Bhaskaran (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial and Quantitative Analysis (JFQA), Forthcoming |
Classification: | F3 - International Finance ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Mutual funds and safe government bonds: Do returns matter?
Graziano, Marco, (2024)
-
The pricing of unexpected volatility in the currency market
Lu, Wenna, (2021)
-
Equity Risk Premia and the Pricing of Foreign Exchange Risk
Korajczyk, Robert A., (2011)
- More ...
-
Testing International Asset Pricing Models Using Implied Costs of Capital
Lee, Charles M.C., (2007)
-
International Asset Pricing : Evidence from the Cross Section of Implied Cost of Capital
Lee, Charles M.C., (2004)
-
Toward an Implied Cost of Capital
Gebhardt, William R., (2001)
- More ...