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Financial economics / Econometrics / Regression analysis / Financial markets / Capital asset pricing model / Simultaneous equation methods / Beta / Instrumental variable / Stochastic differential equation / Mathematical finance / Statistics / Economics


Solving an Empirical Puzzle in the Capital Asset Pricing Model
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Document Date: 2013-10-06 09:23:17


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Comptroller of the Currency / The University of Chicago / Chicago / University of Pennsylvania / Philadelphia / Graduate School / Federal Reserve Board / New York University / New York / Jalal D. Akhavein Graduate Student Department / P.A.V.B. Swamy Senior Financial Economist Office / Department of the Treasury / /

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