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;

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