Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran
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 investigated through the development of a CCA...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-06-01
|
| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/4723 |