Adjusting the CAPM for Threshold Effects: An Application to Food and Agribusiness Stocks
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- Wilson, Christine A. & Featherstone, Allen M., 2006. "Adjusting The Capm For Threshold Effects: An Application To Food And Agribusiness Stocks," Staff Papers 28619, Purdue University, Department of Agricultural Economics.
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- Kemp-Benedict, Eric, 2012. "The national bioenergy investment model: Technical documentation," MPRA Paper 37835, University Library of Munich, Germany.
- Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin, 2010. "Testing CAPM using Markov switching model: the case of coal firms," MPRA Paper 71479, University Library of Munich, Germany, revised 2010.
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KeywordsCAPM; Cointegration; Risk; Threshold;
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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