Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited
| Year of publication: |
1997-11
|
|---|---|
| Authors: | Ramchand, Latha ; Susmel, Raúl |
| Institutions: | Universidad del CEMA |
| Subject: | International | asset | pricing | switching | volatility |
| Extent: | application/pdf |
|---|---|
| Series: | CEMA Working Papers: Serie Documentos de Trabajo.. - ISSN 1668-4583. |
| Type of publication: | Book / Working Paper |
| Notes: | Number 124 |
| Classification: | C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10005668758