A test of the international CAPM using business cycles indicators as instrumental variables
By: Bernard Dumas.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4657; Working paper series (National Bureau of Economic Research) -- working paper no. 4657.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 40
Subjects: Capital assets pricing model.; Business cycles -- Econometric models.
Notes: "February 1994."

Includes bibliographical references (p. 21-22).

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Electronic version available via the Internet at the NBER World Wide Web site.