مرکز منطقه ای اطلاع رساني علوم و فناوري - The international CAPM when expected returns are time-varying

Title of article :

The international CAPM when expected returns are time-varying

Author/Authors :

T. Ng، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

189

To page :

230

Keywords :

Exchange rate risk , Intertemporal hedging , International CAPM , Dynamic asset pricing

Journal title :

Journal of International Money and Finance

Serial Year :

2004

Journal title :

Journal of International Money and Finance

Record number :

191393

Link To Document :