NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Tests of CAPM on an International Portfolio of Bonds and Stocks

Charles M. Engel

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 149 - 183)
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 w4598, Tests of CAPM on an International Portfolio of Bonds and Stocks, Charles Engel
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