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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate

Grammenidis, Ackis, Fattor, Anna January 2009 (has links)
<p>1.3. Research Questions.</p><p>With this in mind, the research questions of this work are:</p><p>1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems?</p><p>2. What happens to this model when the risk free rate approaches zero?</p><p>3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?</p>
2

Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate

Grammenidis, Ackis, Fattor, Anna January 2009 (has links)
1.3. Research Questions. With this in mind, the research questions of this work are: 1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems? 2. What happens to this model when the risk free rate approaches zero? 3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?

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