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A test of international CAPM
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Engel, Charles
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ECONIS (ZBW)
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1
The constrained asset share estimation (case) method : testing mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1993
Persistent link: https://www.econbiz.de/10000862880
Saved in:
2
Tests of international CAPM with time-varying covariances
Engel, Charles
;
Rodrigues, Anthony P.
-
1987
Persistent link: https://www.econbiz.de/10000724460
Saved in:
3
Tests of mean-variance efficiency of international equity markets
Engel, Charles
;
Rodrigues, Anthony P.
-
1990
Persistent link: https://www.econbiz.de/10000811364
Saved in:
4
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:
5
Tests of mean-variance efficiency of international equity markets
Engel, Charles
- In:
Oxford economic papers
45
(
1993
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10001154829
Saved in:
6
Tests of international CAPM with time-varying covariances
Engel, Charles
- In:
Journal of applied econometrics
4
(
1989
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10001066017
Saved in:
7
Tests of mean-variance efficiency of international equity markets
Engel, Charles
;
Rodrigues, Anthony P.
-
1992
Persistent link: https://www.econbiz.de/10000854283
Saved in:
8
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles
- In:
The internationalization of equity markets
,
(pp. 149-172)
.
1994
Persistent link: https://www.econbiz.de/10001291052
Saved in:
9
On the correlation of exchange rates and interest rates
Engel, Charles
- In:
Journal of international money and finance
5
(
1986
)
1
,
pp. 125-128
Persistent link: https://www.econbiz.de/10001044007
Saved in:
10
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles
-
1993
Persistent link: https://www.econbiz.de/10000882100
Saved in:
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