Variances and covariances of international stock returns : the international capital asset pricing model revisited
Year of publication: |
1998
|
---|---|
Authors: | Ramchand, Latha |
Other Persons: | Susmel, Raul (contributor) |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 8.1998, 1, p. 39-57
|
Subject: | CAPM | Volatilität | Volatility | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Welt | World | 1980-1992 |
-
Variances and covariances of international stock returns : the international CAPM revisited
Ramchand, Latha, (1997)
-
Tronzano, Marco, (2021)
-
Dhaene, Geert, (2016)
- More ...
-
Variances and covariances of international stock returns : the international CAPM revisited
Ramchand, Latha, (1997)
-
Volatility and cross correlation across major stock markets
Ramchand, Latha, (1998)
-
Volatility and Cross Correlation Across Major Stock Markets
Ramchand, Latha, (2001)
- More ...