https://repositorio.fgv.br/items/dee21c67-d322-46d5-94ce-b50aea31fcaa
Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets
This work applies the intertemporal asset pricing model developed by Campbell (1993) and Campbell and Vuolteenaho (2004) to the Brazilian 2x3 Fama-French stock...
cash flowdiscount raterisk decompositionfor thestock markets