The Cost of Capital in International Financial Markets: Local Versus Global Beta
K.G. Koedijk,
Clemens Kool,
F.G.J.A. Nissen,
P.C. Schotman and
Mathijs 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)
Pages: 48 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:socabu:99-55
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