A CRITIQUE OF LATENT VARIABLE TESTS OF ASSET PRICING-MODELS

被引：14

作者：

WHEATLEY, SM

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1989年 / 23卷 / 02期

关键词：

D O I：

10.1016/0304-405X(89)90061-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：325 / 338

页数：14

共 31 条

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

JOURNAL OF BUSINESS, 1972, 45 (03) :444-455

[2] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J].

BREEDEN, DT .

JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) :265-296

[3]

BREEDEN DT, 1989, IN PRESS J FINANCE

[4] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J].

BREUSCH, TS ;

PAGAN, AR .

ECONOMETRICA, 1979, 47 (05) :1287-1294

[5] STOCK RETURNS AND THE TERM STRUCTURE [J].

CAMPBELL, JY .

JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) :373-399

[6] THE TERM STRUCTURE OF EUROMARKET INTEREST-RATES - AN EMPIRICAL-INVESTIGATION [J].

CAMPBELL, JY ;

CLARIDA, RH .

JOURNAL OF MONETARY ECONOMICS, 1987, 19 (01) :25-44

[7] AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

ECONOMETRICA, 1985, 53 (02) :363-384

[8] IS IT RISK - EXPLAINING DEVIATIONS FROM UNCOVERED INTEREST PARITY [J].

CUMBY, RE .

JOURNAL OF MONETARY ECONOMICS, 1988, 22 (02) :279-299

[9]

CUMBY RE, 1987, 2383 NAT BUR EC RES

[10]

Efron B., 1982, JACKKNIFE BOOTSTRAP, DOI 10.1137/1.9781611970319

← 1 2 3 4 →