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Return variability in CARICOM equity markets

By:

Watson, Patrick Kent

Material type: Text

TextPublication details: [Caribbean Centre for Money & Finance] [St. Augustine]TT 2006Description: 17 pAction note:

11/28/08 JOYD

Summary: Examines the validity of the Sharpe-Linter-Black Capital Asset Pricing Model (CAPM) to stocks traded on the Barbados, Jamaica and Trinidad & Tobago Stock Exchanges.

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Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742wa(2006) (Browse shelf(Opens below))	Available	0000000027499

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Previous	11.02.01 M742wa(1998) The contribution of the Monetary Studies Programme to Caribbean econometric modelling	11.02.01 M742wa(1999) Evaluating monetary policy measures in a small primary-exporting economy	11.02.01 M742wa(2001) Monetary dynamics in Jamaica 1976-1998 : a structural cointegrating VAR approach	11.02.01 M742wa(2006) Return variability in CARICOM equity markets	11.02.01 M742wh(1998) Tourism maturity and demand : a co-integration approach	11.02.01 M742wh(2006) Does tourism potential influence tourism demand in the Caribbean :draft	11.02.01 M742wh(2008) An analysis of the Jamaican business cycle	Next

Examines the validity of the Sharpe-Linter-Black Capital Asset Pricing Model (CAPM) to stocks traded on the Barbados, Jamaica and Trinidad & Tobago Stock Exchanges.

11/28/08 JOYD

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