A test of the international CAPM using business cycles indicators as instrumental variables
Year of publication: |
1994
|
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Authors: | Dumas, Bernard |
Publisher: |
Paris |
Subject: | Wirtschaftsindikator | Economic indicator | CAPM | Konjunktur | Business cycle | IV-Schätzung | Instrumental variables | Theorie | Theory | Welt | World | Frühindikator | Leading indicator | Schätzung | Estimation |
Extent: | 39 S. : graph. Darst |
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Series: | Document / DELTA. - Paris, ZDB-ID 2566554-6. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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A test of the international CAPM using business cycles indicators as instrumental variables
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