The international CAPM when expected returns are time-varying
Year of publication: |
2004
|
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Authors: | Ng, David Tat-chee |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 23.2004, 2, p. 189-230
|
Subject: | CAPM | International | Währungsrisiko | Exchange rate risk | Hedging | Theorie | Theory |
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