… that international investors are compensated for bearing currency risk. We present a new
three-factor international capital asset pricing model, … The model is able to explain a wide cross-…

… three-factor international capital asset pricing model, comprising a … The model is able to
explain a wide cross-section of equity … 1976 to the present, is also useful at explaining the risks of …

… the two currency factors in the international CAPM Redux model. … The next two panels below
report the results on the … and the carry trade risk beta in the international CAPM redux model…

… of the portfolio excess return (RP– RF) on the global … The alpha for the international CAPM
redux is the estimated alpha from a time series regression of the portfolio excess return on the …

… (The International CAPM Redux, 2014) by examining if the … factors, the dollar and carry factors,
are priced in the US equity … the CAPM with the carry factor helps understand the exchange…

… the only risk factor is the global market index; and (3) an international CAPM (ICAPM) with two
risk factors, the … The study finds that model choice makes a substantial difference for many, …

… , and ICAPM Redux. We propose an international capital asset pricing model incorporating
the political factor, and test estimations in the global, developed, and emerging markets. …

… paper reviews the empirical methods used in the … the empirical methods used in the
accounting literature to draw causal inferences. Recent years have seen a burgeoning growth in the …

… relatively limited funding, such as the FASB and the International Accounting Standards
Board (IASB). I think that there is an opportunity for the academic community to play a broader …

… , and ICAPM Redux. We propose an international capital asset pricing model incorporating
the political factor, and test estimations in the global, developed, and emerging markets. …