The effect of time-varying covariances on asset risk premia : a test of an intertemporal CAPM
Prasad Nanisetty; Rakesh Bharati; Manoj Gupta
| Year of publication: |
1996
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| Authors: | Nanisetty, Prasad ; Bharati, Rakesh ; Gupta, Manoj |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 7.1996, 2, p. 205-220
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| Subject: | CAPM | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States | Korrelation | Correlation | 1926-1988 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of quantitative finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001467560