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GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
Lund, Jesper, (1996)
Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom, (1997)
GMM and present value tests of the C-CAPM : some evidence from the Danish, German, Swedish, and UK stock markets
Lund, Jesper, (1993)