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Journal of International Money and Finance
Volumn 20, Issue 1, 2001, Pages 71-90
Tests of conditional asset pricing models in the Brazilian stock market
Author keywords

Conditional APT; Conditional CAPM; Efficiency of markets; F3; G1; G12; G15; Time varying risk and returns
Indexed keywords

EID: 0042761986     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00045-0     Document Type: Article
Times cited : (13)
References (14)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.