TESTS OF INTERNATIONAL CAPM WITH TIME-VARYING COVARIANCES

被引：55

作者：

ENGEL, C ^{[1
]}

RODRIGUES, AP ^{[1
]}

机构：

[1] FED RESERVE BANK, NEW YORK, NY 10045 USA

来源：

关键词：

D O I：

10.1002/jae.3950040203

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：119 / 138

页数：20

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