Rational Response to Shocks in a Dynamic Model of Capital Asset Pricing
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- De Santis, Paola & Drago, Carlo, 2014.
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[Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper 59381, University Library of Munich, Germany.
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- Peter Dawson, 2013. "The Capital Asset Pricing Model in Economic Perspective," Alumni working papers 2013-01, University of Connecticut, Department of Economics, revised Nov 2014.
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