An Intertemporal Equilibrium Beta Pricing Model
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Bibliographic InfoPaper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number 176.
Date of creation: 01 Aug 1987
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- Korajczyk, Robert A, 1996.
"A Measure of Stock Market Integration for Developed and Emerging Markets,"
World Bank Economic Review,
World Bank Group, vol. 10(2), pages 267-89, May.
- Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
- Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
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