This paper compares the revenues resulting from the Officer model, which is generally used by Australian regulatory … bodies, the simplified Brennan-Lally model, which is used by the New Zealand regulatory body, the Sharpe-Lintner-Mossin model …, which is widely used in other regulatory regimes, and a comprehensive model that is free of simplifying assumptions …

panel vector autoregression (VAR) model. The empirical results suggest that capital inflows have indeed contributed to the …

of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a … (Journal of Finance 1993)] most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and …

-factor model to estimate the abnormal daily and monthly stock returns. The main estimation results of the empirical analysis imply …

State and Municipal governments on bond returns in Mexico. By employing a Capital Asset Pricing Model (CAPM) structure for …

model that links sovereign loan spreads to realized repayment behavior. Unlike the existing empirical literature, its …