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Bridge over ocean
1 August 1993 Research Foundation

Predictable Time-Varying Components of International Asset Returns

Bruno H. Solnik

This monograph reviews the major approaches to modeling the time variation in asset returns and illustrates their practical application for analysts in a global context.

Predictable Time-Varying Components of International Asset Returns View the full book (PDF)

This monograph reviews the major approaches to modeling the time variation in asset returns and illustrates their practical application for analysts in a global context.

Publisher Information
The CFA Institute Research Foundation 43 pages