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The consumption-based capital asset pricing model: International evidence

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  • Evans, Paul
  • Hasan, Iftekhar

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  • Evans, Paul & Hasan, Iftekhar, 1998. "The consumption-based capital asset pricing model: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 1-21, January.
    • Handle: RePEc:eee:mulfin:v:8:y:1998:i:1:p:1-21
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    35. Jagannathan, Ravi, 1985. "An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 40(1), pages 175-191, March.
    36. Ferson, Wayne E. & Merrick, John Jr., 1987. "Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations," Journal of Financial Economics, Elsevier, vol. 18(1), pages 127-146, March.
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    Cited by:

    1. Ng, David T., 2004. "The international CAPM when expected returns are time-varying," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 189-230, March.

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