Título:

Capital Asset Pricing Model in Portugal: Evidence from Fractal Regressions

Autores:

Ladislav Kristoufek (Academy of Sciences of the Czech Republic)
Paulo Ferreira (U Évora, Research Center for Endogenous Resource Valorization)

Revista:

Portuguese Economic Journal

Ano:

2018

Volume:

17

Número:

3

Páginas:

173-183

Código JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1007/s10258-018-0145-5