international dynamic asset pricing model
By: Robert J. Hodrick, David Tat-Chee Ng, Paul Sengmueller.
Contributors: Ng, David Tat-Chee.; Sengmueller, Paul.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7157; Working paper series (National Bureau of Economic Research) -- working paper no. 7157.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 43
Subjects: Rate of return -- Group of Seven countries -- Econometric models.; Stocks -- Prices -- Group of Seven countries -- Econometric models.; Stock price forecasting -- Group of Seven countries -- Econometric models.; Capital assets pricing model.
Notes: "June 1999."

JEL no. G0, F3.

Includes bibliographical references (p. 27-29).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).