The consumption-based capital asset pricing model: International evidence
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- Ng, David T., 2004.
"The international CAPM when expected returns are time-varying,"
Journal of International Money and Finance, Elsevier, vol. 23(2), pages 189-230, March.
- Ng, David T.C., 2012. "The International CAPM When Expected Returns Are Time-Varying," Working Papers 127283, Cornell University, Department of Applied Economics and Management.
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