Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market
Monthly returns on twenty-seven Eurobonds from July 1982 to June 1986 were examined. There were no consistent differences in returns based on the country in which a firm is located. There were consistent differences due to industry classification, with energy-related firms exhibiting higher average...
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| Format: | Others |
| Language: | English |
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University of North Texas
1988
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc330578/ |