TERM PREMIUMS IN BOND RETURNS

[1] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[2] COX JC, 1981, J FINANC, V36, P769

[3] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[4] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[5] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) : 361 - 377

[6] Ibbotson R., 1983, STOCKS BONDS BILLS I

[7] KESSEL R, 1965, 91 NAT BUR EC RES OC

[8] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[9] ESTIMATE OF LIQUIDITY PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (01) : 95 - 119

[10] Meiselman David., 1962, TERM STRUCTURE INTER

[1] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[2] COX JC, 1981, J FINANC, V36, P769

[3] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[4] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[5] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) : 361 - 377

[6] Ibbotson R., 1983, STOCKS BONDS BILLS I

[7] KESSEL R, 1965, 91 NAT BUR EC RES OC

[8] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[9] ESTIMATE OF LIQUIDITY PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (01) : 95 - 119

[10] Meiselman David., 1962, TERM STRUCTURE INTER