A test of the international CAPM using business cycles indicators as instrumental variables
Year of publication: |
1994
|
---|---|
Authors: | Dumas, Bernard |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Wirtschaftsindikator | Economic indicator | CAPM | Konjunktur | Business cycle | IV-Schätzung | Instrumental variables | Theorie | Theory | Welt | World | Frühindikator | Leading indicator | Schätzung | Estimation |
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