This article applies and compares two asset-pricing models -- the Capital Asset Pricing Model (CAPM) and the Fama--French three-factor pricing model -- on the stocks of 28 companies listed on the Bourse Régionale des Valeurs Mobilières (BRVM) for the period July 2001--December 2008. We find...

A simultaneous equation model is developed that jointly determines net interest margin and various maturity gaps. Using annual data for the majority of the population of insured commercial banks, this model is estimated for the years 1984 to 1987 (the only years for which repricing data were...