Global macroeconomic shocks, time-varying covariances and...

Global macroeconomic shocks, time-varying covariances and tests of the international CAPM

Clare, Andrew, O'Brien, Raymond, Smith, Peter N., Thomas, Stephen
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Volume:
3
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/135048596356816
Date:
February, 1996
File:
PDF, 117 KB
english, 1996
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