The international CAPM when expected returns are time-varying

B-Tier
Journal: Journal of International Money and Finance
Year: 2004
Volume: 23
Issue: 2
Pages: 189-230

Authors (1)

Ng, David T. (Cornell University)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jimfin:v:23:y:2004:i:2:p:189-230
Journal Field
International
Author Count
1
Added to Database
2026-01-26