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~institution:"C.E.P.R. Discussion Papers"
~institution:"CFA Institute <Charlottesville, Va.>"
~person:"Giovannini, Alberto"
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C.E.P.R. Discussion Papers
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The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
Giovannini, Alberto
-
C.E.P.R. Discussion Papers
-
1988
conditional first and second moments are consistent with the Sharpe-Lintner-Mossin
capital-asset-pricing
model
(CAPM). We test the …
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