The CCAPM Meets Euro-Interest Rate Persistence, 1960-2000
Year of publication: |
2002-08
|
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Authors: | Head, Allen C. ; Smith, Gregor W. |
Institutions: | Economics Department, Queen's University |
Subject: | Euro-interest rates | CCAPM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | forthcoming in the Journal of International Economics Number 1250 24 pages |
Classification: | F30 - International Finance. General ; G12 - Asset Pricing |
Source: |
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The CCAPM meets euro-interest rate persistence, 1960-2000
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