Similar Search Results

Tests of CAPM on an international portfolio of bonds and stocks

Engel, Charles - In: The internationalization of equity markets, (pp. 149-172). 1994

Persistent link: https://www.econbiz.de/10001291052

Tests of CAPM on an international portfolio of bonds and stocks

Engel, Charles - 1993

Persistent link: https://www.econbiz.de/10000882100

A note on cointegration and international capital market efficiency

Engel, Charles - In: Journal of international money and finance 15 (1996) 4, pp. 657-660

Persistent link: https://www.econbiz.de/10001208820

Comment on "International financial integration"

Engel, Charles - In: IMF staff papers 50 (2003), pp. 114-118

Persistent link: https://www.econbiz.de/10001794133

Macroprudential policy in a world of high capital mobility : policy implications from an academic perspective

Engel, Charles - 2015

Persistent link: https://www.econbiz.de/10010496204

Macroprudential policy under high capital mobility : policy implications from an academic perspective

Engel, Charles - In: Journal of the Japanese and international economies : … 42 (2016), pp. 162-172

Persistent link: https://www.econbiz.de/10011705926

Tests of CAPM on an International Portfolio of Bonds and Stocks

Engel, Charles - 2021

This paper estimates and tests an international version of the Capital Asset Pricing Model. Investors from the U.S., Germany and Japan choose a portfolio that includes bonds and equities from each of these countries to maximize a function of the mean and variance of returns. Investors in each...

Persistent link: https://www.econbiz.de/10013218322

Special issue section: Symposium on the global dimensions of the financial crisis

Engel, Charles (contributor) - In: Journal of international economics 87 (2012) 1, pp. 115-180

Persistent link: https://www.econbiz.de/10010220095

Introduction to symposium on the global dimensions of the financial crisis

Goldberg, Linda S.; Engel, Charles - In: Journal of international economics 87 (2012) 1, pp. 115-116

Persistent link: https://www.econbiz.de/10010220096

Introduction to special issue on the global financial crisis

Forbes, Kristin; Frankel, Jeffrey A.; Engel, Charles - In: Journal of international economics 88 (2012) 2, pp. 215-218

Persistent link: https://www.econbiz.de/10009691882