Identifying proxies for risk-free assets: Evidence from the zero-beta Capital Asset Pricing Model
Research indicates that gold, treasury bills, and interbank rates can act as risk-free assets in various countries, but no such asset exists universally for the UK, US, China, Japan, and India.
Featured in No. 56 on 10 Jul 2024 · · 0 citations today
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- 3 Nov 2022
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- No. 56 · 10 Jul 2024
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- SSRN 4884080
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