An international dynamic asset pricing model

P. Sengmuller, T.-C. Ng, R. Hodrick

Research output: Contribution to journalArticleProfessional

Original languageEnglish
Pages (from-to)597-620
JournalInternational Tax and Public Finance
Volume6
Issue number4
Publication statusPublished - 2000
Externally publishedYes

Cite this

Sengmuller, P., Ng, T-C., & Hodrick, R. (2000). An international dynamic asset pricing model. International Tax and Public Finance, 6(4), 597-620.
Sengmuller, P. ; Ng, T.-C. ; Hodrick, R. / An international dynamic asset pricing model. In: International Tax and Public Finance. 2000 ; Vol. 6, No. 4. pp. 597-620.
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Sengmuller, P, Ng, T-C & Hodrick, R 2000, 'An international dynamic asset pricing model', International Tax and Public Finance, vol. 6, no. 4, pp. 597-620.

An international dynamic asset pricing model. / Sengmuller, P.; Ng, T.-C.; Hodrick, R.

In: International Tax and Public Finance, Vol. 6, No. 4, 2000, p. 597-620.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - An international dynamic asset pricing model

AU - Sengmuller, P.

AU - Ng, T.-C.

AU - Hodrick, R.

PY - 2000

Y1 - 2000

M3 - Article

VL - 6

SP - 597

EP - 620

JO - International Tax and Public Finance

JF - International Tax and Public Finance

SN - 0927-5940

IS - 4

ER -

Sengmuller P, Ng T-C, Hodrick R. An international dynamic asset pricing model. International Tax and Public Finance. 2000;6(4):597-620.