Good and Bad Betas in Bull and Bear Markets: A Regime-Dependent Intertemporal CAPM

Additional Metadata
Keywords	Markov-switching models; Bull and Bear markets; Intertemporal CAPM; pricing tests
Thesis Advisor	Kole, HJWG
Persistent URL	hdl.handle.net/2105/72999
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lachmansingh, A.P. (2024, May). Good and Bad Betas in Bull and Bear Markets: A Regime-Dependent Intertemporal CAPM. Econometrie. Retrieved from http://hdl.handle.net/2105/72999

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