Tests of CAPM on an International Portfolio of Bonds and Stocks

Charles M. Engel
Published Date
Copyright 1994
ISBN 0-226-26001-1
Internationalization of Equity Markets
Book: The Internationalization of Equity Markets
Book editor: Jeffrey A. Frankel
PUBLISHER: University of Chicago Press
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Topics

International Economics
International Finance

Published From Paper

Tests of CAPM on an International Portfolio of Bonds and Stocks
- Working Paper
This paper estimates and tests an international version of the Capital Asset Pricing Model. Investors from the U.S.,...

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