Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Research in International Business and Finance
DOIs	https://doi.org/10.1016/j.ribaf.2022.101775
Publication status	Published - 1 Dec 2022

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@article{c25f8a7c739742f6b2e98384c3746c9c,

title = "Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model",

author = "Fergal O'Connor and Zhen He and Jacco Thijssen",

year = "2022",

month = dec,

day = "1",

doi = "10.1016/j.ribaf.2022.101775",

language = "English",

journal = "Research in International Business and Finance",

issn = "0275-5319",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model

AU - O'Connor, Fergal

AU - He, Zhen

AU - Thijssen, Jacco

PY - 2022/12/1

Y1 - 2022/12/1

UR - http://dx.doi.org/10.1016/j.ribaf.2022.101775

U2 - 10.1016/j.ribaf.2022.101775

DO - 10.1016/j.ribaf.2022.101775

M3 - Article

SN - 0275-5319

JO - Research in International Business and Finance

JF - Research in International Business and Finance

ER -