The CCAPM meets Euro-interest rate persistence, 1960-2000
Year of publication: |
2003
|
---|---|
Authors: | Head, Allen Charles ; Smith, Gregor W. |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 59.2003, 2, p. 349-366
|
Subject: | CAPM | Euromarkt | Euromarkets | Zins | Interest rate | EU-Staaten | EU countries | Momentenmethode | Method of moments | 1960-2000 |
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