An International Dynamic Asset Pricing Model

International Tax and Public Finance

Volumn 6, Issue 4, 1999, Pages 597-620

  Hodrick, Robert J ^a,b   Ng, David Tat Chee ^a   Sengmueller, Paul ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Capital asset pricing model (CAPM); International stock returns; Intertemporal hedging

Indexed keywords

EID: 0000776598     PISSN: 09275940     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008713724886     Document Type: Article

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