international CAPM and a wavelet-based decomposition of value at risk
By: Viviana Fernandez.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 12233.; Working paper series (National Bureau of Economic Research) -- working paper no. 12233.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 26
Subjects: Capital assets pricing model; Stocks -- Latin America; Stocks -- Asia; Stocks -- Developing countries
Other titles: International capital assets pricing model and a wavelet-based decomposition of value at risk.
Notes: "May 2006."

Includes bibliographical references (p. 17-19).

Also available in PDF from the NBER world wide web site (www.nber.org).