Asgharian, Hossein (contributor); … - 2006
1
Evaluating a nonlinear asset pricing model on international data
Hossein Asgharian and Sonnie Karlsson …
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Department of Economics, Lund University
Abstract
The paper analyses the ability of a nonlinear asset pricing model suggested … competing pricing models; such as the ICAPM, the exchange rate risk augmented
ICAPM and the international two-factor model …