A Test of the International Capm using Business Cycles Indicators as Instrumental Variables

Bernard Dumas ()

DELTA Working Papers from DELTA (Ecole normale supérieure)

Date: 1994
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Published in J. A. FRANKEL, ed., The Internationalization of Securities Markets, University of Chicago Press, 1994

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Chapter: A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables (1994)
Working Paper: A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables (1994)
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