NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables

Bernard Dumas

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 23 - 58)
Conference held October 1-2, 1993
Published in January 1994 by University of Chicago Press
© 1994 by the National Bureau of Economic Research

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This chapter first appeared as NBER working paper w4657, A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables, Bernard Dumas
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