A CAPM with time-varying betas conditioned on market and economic variables

My dissertation provides an empirical examination of a conditional asset pricing model that includes an investigation of the importance of a set of factors that are identified in research as adding to the explanatory power of cross-sectional expected returns. I examine the importance of a market bet...

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Author: Shelly Wheeler Howton
Degree Work Type: Dissertation
Institution: The Florida State University
Format: Degree Work
Published: 1997