Tests of an international capital asset pricing model with stocks and government bonds and regime switching prices of risk and intercepts
Tom A. Fearnley
| Year of publication: |
July 2002 ; [Elektronische Ressource]
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| Other Persons: | Fearnley, Tom A. (contributor) |
| Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Öffentliche Anleihe | Public bond | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | USA | United States | Theorie | Theory | CAPM |
| Extent: | Online-Ressource, 65 p. = 4822 Kb, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 97 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001864770