NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Tests of CAPM on an International Portfolio of Bonds and Stocks

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Charles M. Engel

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 149 - 183)*
Published in January 1994

This chapter first appeared as NBER working paper w4598, Tests of CAPM on an International Portfolio of Bonds and Stocks, Charles Engel

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