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Tests of mean-variance efficiency of international equity markets
Engel, Charles M.
;
Rodrigues, Anthony P.
-
Federal Reserve Bank of New York
-
1992
Persistent link: https://www.econbiz.de/10005387282
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2
Conditional mean-variance efficiency of the U.S. stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth A.
; …
-
Federal Reserve Bank of New York
-
1989
Persistent link: https://www.econbiz.de/10005387239
Saved in:
3
A test of international CAPM
Rodrigues, Anthony
;
Engel, Charles
-
Federal Reserve Bank of New York
-
1988
Persistent link: https://www.econbiz.de/10005387269
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