The CAPM, national stock market betas, and macroeconomic covariates: a global analysis (Q2661823)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The CAPM, national stock market betas, and macroeconomic covariates: a global analysis |
scientific article |
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The CAPM, national stock market betas, and macroeconomic covariates: a global analysis (English)
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8 April 2021
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portfolios
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stock market
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cross-country
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systematic risk
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capital asset pricing model
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macroeconomic covariates
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