Identifying proxies for risk-free assets : evidence from the zero-beta Capital Asset Pricing Model

He, Zhen, O'Connor, Fergal and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) Identifying proxies for risk-free assets : evidence from the zero-beta Capital Asset Pricing Model. Research in International Business and Finance. 101775. ISSN 0275-5319

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Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information: © 2022 Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Dates:
  • Accepted: 25 September 2022
  • Published (online): 14 October 2022
  • Published: 1 December 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 29 Sep 2022 14:50
Last Modified: 14 Apr 2024 00:13
Published Version: https://doi.org/10.1016/j.ribaf.2022.101775
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.ribaf.2022.101775

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