Title of article

The international CAPM when expected returns are time-varying

Author/Authors

T. Ng، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

42

From page

189

To page

230

Keywords

Exchange rate risk , Intertemporal hedging , International CAPM , Dynamic asset pricing

Journal title

Journal of International Money and Finance

Serial Year

2004

Journal title

Journal of International Money and Finance

Record number

191393