Tests of CAPM on an International Portfolio of Bonds and Stocks
Published Date
Copyright 1994
ISBN 0-226-26001-1
Related
Published From Paper
-
Working Paper
This paper estimates and tests an international version of the Capital Asset Pricing Model. Investors from the U.S.,...
More from NBER
In addition to working papers, the NBER disseminates affiliates’ latest findings through a range of free periodicals — the NBER Reporter, the NBER Digest, the Bulletin on Retirement and Disability, the Bulletin on Health, and the Bulletin on Entrepreneurship — as well as online conference reports, video lectures, and interviews.
Cecilia Rouse, president of the Brookings Institution and a professor at Princeton University, who chaired the Council...
Background Materials:backgroundAthey, Susan, Undral Byambadalai, Vitor Hadad, Sanath Kumar Krishnamurthy, Weiwen Leung...
