Macroeconomics shocks and the CAPM: evidence from the UK stockmarket
Clare, Andrew et al.
Macroeconomics shocks and the CAPM: evidence from the UK stockmarket J4767 1998 - 1998 - 111-126 V. 3 Issue. 2
Finance and Economics
CAPM;ARCH;Macroeconomic shocks;Mean variance efficiency;
Macroeconomics shocks and the CAPM: evidence from the UK stockmarket J4767 1998 - 1998 - 111-126 V. 3 Issue. 2
Finance and Economics
CAPM;ARCH;Macroeconomic shocks;Mean variance efficiency;