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How well does CAPM beta track the risk of a particular market relative to world markets?

Can the CAPM beta of emerging markets be less than the beta of the developed markets? As part of my research, I run regressions using market indices. I estimate the beta using a regression of MSCI ...

equities beta capm

asked Aug 23 '11 at 14:11

Pasha
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How well does CAPM beta track the risk of a particular market relative to world markets?

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