An International Dynamic Asset Pricing Model
收藏NBER1999-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7157
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资源简介：
We examine the ability of a dynamic asset-pricing model to explain the returns on G7-country stock market indices. We extend Campbell's (1996) asset-pricing model to investigate international equity returns. We also utilize and evaluate recent evidence on the predictability of stock returns. We find
提供机构：
美国国家经济研究局
创建时间：
1999-06-01
