The Cost of Capital in International Financial Markets: Local Versus Global Beta

K.G. Koedijk, C.J.M. Kool, F.G.J.A. Nissen, P.C. Schotman and Mathijs A. van Dijk ()

Working Papers from Southern California - School of Business Administration

Abstract: In this paper, the central question is which International CAPM is appropriate to price a firm's assets in an internationally integrated world.

Keywords: FINANCIAL MARKET; ASSET PRICING; ECONOMIC MODELS; EVALUATION (search for similar items in EconPapers)
JEL-codes: G10 G12 G14 (search for similar items in EconPapers)
Date: 1998

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Persistent link: http://EconPapers.repec.org/RePEc:fth:socabu:99-55

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