Developing a Measurement Model for the Sensitivity Analysis of Asset Returns with Regard to Beta Index of Exchange Rate in the Context of the Modified Capital Asset Pricing Model

Subject Areas : Financial and Economic Modelling

Reza Alizadeh ¹ , Farhad Dehdar ² , Mohammadreza Abdoli ³

1 - Department of Accounting, Shahrood Branch, Islamic Azad University, Shahrood, Iran
2 - Department of Accounting, Shahrood Branch, Islamic Azad University, Shahrood, Iran
3 - Department of Accounting, Shahrood Branch, Islamic Azad University, Shahrood, Iran

Received: 2019-06-23 Accepted : 2019-11-11 Published : 2021-07-01

Keywords:

References:

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