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...
|Author:||Shelly Wheeler Howton|
|Degree Work Type:||Dissertation|
|Institution:||The Florida State University|