Time-varying betas help in asset pricing: The threshold CAPM

Studies in Nonlinear Dynamics and Econometrics

Volumn 6, Issue 4, 2003, Pages

  Akdeniz, Levent ^a   Altay Salih, Aslihan ^a   Caner, Mehmet ^b  

^a BILKENT UNIVERSITY   (Turkey)

^b UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14844360405     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1101     Document Type: Article

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