Tests of CAPM on an international portfolio of bonds and stocks
Year of publication: |
1994
|
---|---|
Authors: | Engel, Charles |
Published in: |
The internationalization of equity markets. - Chicago, Ill. [u.a.] : Univ. of Chicago Press, ISBN 0-226-26001-1. - 1994, p. 149-172
|
Subject: | CAPM | Internationaler Finanzmarkt | International financial market | Theorie | Theory | USA | United States | Japan | Deutschland | Germany |
-
The nonseparability in aggregate consumption and tests of international equity market integration
AssoƩ, Kodjovi G., (1994)
-
A test of the international CAPM using business cycles indicators as instrumental variables
Dumas, Bernard, (1994)
-
Yield curves and international equity returns
McCown, James R., (2001)
- More ...
-
Exchange rates and fundamentals
Engel, Charles, (2003)
-
Devereux, Michael B., (2006)
-
Saving and Investment in an Open Economy with Non-Traded Goods
Engel, Charles, (1987)
- More ...