THE EFFECTS OF CHANGING MACROECONOMIC CONDITIONS ON THE PARAMETERS OF THE SINGLE INDEX MARKET MODEL.

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Bibliographic Details
Title:	THE EFFECTS OF CHANGING MACROECONOMIC CONDITIONS ON THE PARAMETERS OF THE SINGLE INDEX MARKET MODEL.
Authors:	Francis, Jack Clark¹, Fabozzi, Frank J.²
Source:	Journal of Financial & Quantitative Analysis. Jun79, Vol. 14 Issue 2, p351-360. 10p. 1 Chart.
Database:	Business Source Ultimate

Description
ISSN:	00221090
DOI:	10.2307/2330508