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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Frankel, Jeffrey A."
~subject:"CAPM"
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Journal of econometrics
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Conditional mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1989
Persistent link: https://www.econbiz.de/10000762682
Saved in:
2
Recent estimates of time-variation in the conditional variance and in the exchange
risk
premium
Frankel, Jeffrey A.
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1987
Persistent link: https://www.econbiz.de/10000730437
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3
Are assets demand functions determined by CAPM?
Frankel, Jeffrey A.
;
Dickens, William T.
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1983
Persistent link: https://www.econbiz.de/10002220602
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