Tests of International CAPM with Time-Varying Covariances
Year of publication: |
July 1987
|
---|---|
Authors: | Engel, Charles |
Other Persons: | Rodrigues, Anthony P. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | CAPM | Theorie | Theory |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w2303 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w2303 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele, (1993)
-
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles, (1993)
-
Gallati, Reto Rolf, (1993)
- More ...
-
Engel, Charles, (1986)
-
Engel, Charles, (1993)
-
Conditional Mean-Variance Efficiency of the U.S. Stock Market
Engel, Charles, (1989)
- More ...