Specification tests of international asset pricing models

Journal of International Money and Finance

Volumn 25, Issue 2, 2006, Pages 275-307

  Zhang, Xiaoyan ^a  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

Author keywords

Exchange risk; International asset pricing; Market integration hypothesis; Time varying betas

Indexed keywords

EID: 32644433757     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.11.003     Document Type: Article

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