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en línea
Jaber Bahrami,Mosayeb Pahlavani,Reza Roshan,Saeed Rasekhi     Pág. 309 - 317
The purpose of this study is to investigate the relationship of some macroeconomic variables and asset returns in the framework of a theoretical and empirical Consumption based Capital Assets Pricing Model (CCAPM); for this purpose, this relationship is ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Azam Mohammadzadeh,Mohammad Nabi Shahiki Tash,Reza Roshan     Pág. 1884 - 1894
Studies of last two decades refer to limits on the classical models of asset pricing such CAPM and CCAPM. In this article we make adjustments in CCAPM model and have been estimated modified models for the economy of Iran from 1988 to 2011. These models a... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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