AN EQUILIBRIUM-MODEL OF BOND PRICING AND A TEST OF MARKET-EFFICIENCY

[1] Aitken A., 1936, P ROY SOC EDINB, V55, P42, DOI [10.1017/S0370164600014346, DOI 10.1017/S0370164600014346]

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[4] CONDITIONAL PREDICTIONS OF BOND PRICES AND RETURNS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 405 - 417

[5] BRENNAN MJ, 1981, 793 U BRIT COL WORK

[6] COX JC, 1978, 468 STANF U RES PAP

[7] EQUIVALENCE OF ITERATIVE AITKEN AND MAXIMUM LIKELIHOOD ESTIMATORS FOR A SYSTEM OF REGRESSION EQUATIONS [J]. AUSTRALIAN ECONOMIC PAPERS, 1971, 10 (16) : 20 - 24

[8] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[9] MCKEAN HD, 1968, STOCHASTIC INTEGRALS

[10] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[1] Aitken A., 1936, P ROY SOC EDINB, V55, P42, DOI [10.1017/S0370164600014346, DOI 10.1017/S0370164600014346]

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[4] CONDITIONAL PREDICTIONS OF BOND PRICES AND RETURNS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 405 - 417

[5] BRENNAN MJ, 1981, 793 U BRIT COL WORK

[6] COX JC, 1978, 468 STANF U RES PAP

[7] EQUIVALENCE OF ITERATIVE AITKEN AND MAXIMUM LIKELIHOOD ESTIMATORS FOR A SYSTEM OF REGRESSION EQUATIONS [J]. AUSTRALIAN ECONOMIC PAPERS, 1971, 10 (16) : 20 - 24

[8] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[9] MCKEAN HD, 1968, STOCHASTIC INTEGRALS

[10] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183