Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies

Author: Chen Shyh-Wei   Huang Nai-Chuan  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.17, Iss.4, 2007-02, pp. : 313-327

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract