A version of this article with more detailed and technical explanations, and derivations of the equations, is available as SSRN Working Paper ID #155049. Also, the latest version is at http://www.sba.uconn.edu/USERS/Tomo/index.html. The author thanks Piet Sercu and Hossein Kazemi for helpful communications, and Shanta Hegde, Chris Malone, Richard Mason, Dev Mishra, and Justin Pettit for comments on prior drafts. The financial support of the Keith B. Johnson Distinguished Finance Faculty Award and the Center for Global Financial Services, Department of Finance, University of Connecticut, is also gratefully acknowledged.
The Global CAPM and a Firm's Cost of Capital in Different Currencies
Article first published online: 6 APR 2005
Journal of Applied Corporate Finance
Volume 12, Issue 3, pages 73–79, Fall 1999
How to Cite
O'Brien, T. J. (1999), The Global CAPM and a Firm's Cost of Capital in Different Currencies. Journal of Applied Corporate Finance, 12: 73–79. doi: 10.1111/j.1745-6622.1999.tb00032.x
- Issue published online: 6 APR 2005
- Article first published online: 6 APR 2005
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