Hacia un Modelo de Valuación de Activos de Capital para México: Análisis de Activos Individuales con Coeficientes Variantes en el Tiempo
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More about this item
Keywords
ICAPM; beta variante en el tiempo; integración de mercados; filtro de Kalman. / ICAPM; time-varying beta; markets integration; Kalman Filter.;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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