Tests of CAPM on an International Portfolio of Bonds and Stocks
Published Date
Copyright 1994
ISBN 0226260011
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Copy CitationCharles M. Engel, The Internationalization of Equity Markets (University of Chicago Press, 1994), chap. 3, https://www.nber.org/books-and-chapters/internationalization-equity-markets/tests-capm-international-portfolio-bonds-and-stocks.
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Published From Paper
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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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