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CHANGES IN EXPECTED SECURITY RETURNS, RISK, AND THE LEVEL OF INTEREST-RATES
被引:98
作者
:
FERSON, WE
论文数:
0
引用数:
0
h-index:
0
FERSON, WE
机构
:
来源
:
JOURNAL OF FINANCE
|
1989年
/ 44卷
/ 05期
关键词
:
D O I
:
10.2307/2328639
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:1191 / 1217
页数:27
相关论文
共 46 条
[1]
Beja Avraham, 1971, REV ECON STUD, V4, P359
[2]
BODURTHA JN, 1988, TESTING CAPM TIME VA
[3]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
: 265
-
296
[4]
ECONOMIC-SIGNIFICANCE OF PREDICTABLE VARIATIONS IN STOCK INDEX RETURNS
BREEN, W
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
BREEN, W
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
GLOSTEN, LR
JAGANNATHAN, R
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
JAGANNATHAN, R
[J].
JOURNAL OF FINANCE,
1989,
44
(05)
: 1177
-
1189
[5]
A SIMPLE ECONOMETRIC-APPROACH FOR UTILITY-BASED ASSET PRICING-MODELS
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
BROWN, DP
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
GIBBONS, MR
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 359
-
381
[6]
STOCK RETURNS AND THE TERM STRUCTURE
CAMPBELL, JY
论文数:
0
引用数:
0
h-index:
0
CAMPBELL, JY
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1987,
18
(02)
: 373
-
399
[7]
AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK
CHAN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHAN, KC
CHEN, NF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHEN, NF
[J].
JOURNAL OF FINANCE,
1988,
43
(02)
: 309
-
325
[8]
RISK AND INFLATION
CHANG, EC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
CHANG, EC
PINEGAR, JM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
PINEGAR, JM
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(01)
: 89
-
99
[9]
THE BEHAVIOR OF UNITED-STATES SHORT-TERM INTEREST-RATES SINCE OCTOBER 1979
CLARIDA, RH
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA 02138
HARVARD UNIV,CAMBRIDGE,MA 02138
CLARIDA, RH
FRIEDMAN, BM
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA 02138
HARVARD UNIV,CAMBRIDGE,MA 02138
FRIEDMAN, BM
[J].
JOURNAL OF FINANCE,
1984,
39
(03)
: 671
-
682
[10]
CONNOR G, 1987, 39 NW U WORK PAP
←
1
2
3
4
5
→
共 46 条
[1]
Beja Avraham, 1971, REV ECON STUD, V4, P359
[2]
BODURTHA JN, 1988, TESTING CAPM TIME VA
[3]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
: 265
-
296
[4]
ECONOMIC-SIGNIFICANCE OF PREDICTABLE VARIATIONS IN STOCK INDEX RETURNS
BREEN, W
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
BREEN, W
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
GLOSTEN, LR
JAGANNATHAN, R
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
JAGANNATHAN, R
[J].
JOURNAL OF FINANCE,
1989,
44
(05)
: 1177
-
1189
[5]
A SIMPLE ECONOMETRIC-APPROACH FOR UTILITY-BASED ASSET PRICING-MODELS
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
BROWN, DP
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
STANFORD UNIV,MED CTR,SCH MED,GRAD SCH BUSINESS,STANFORD,CA 94305
GIBBONS, MR
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 359
-
381
[6]
STOCK RETURNS AND THE TERM STRUCTURE
CAMPBELL, JY
论文数:
0
引用数:
0
h-index:
0
CAMPBELL, JY
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1987,
18
(02)
: 373
-
399
[7]
AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK
CHAN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHAN, KC
CHEN, NF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHEN, NF
[J].
JOURNAL OF FINANCE,
1988,
43
(02)
: 309
-
325
[8]
RISK AND INFLATION
CHANG, EC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
CHANG, EC
PINEGAR, JM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
UNIV IOWA, COLL BUSINESS ADM, IOWA CITY, IA 52242 USA
PINEGAR, JM
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(01)
: 89
-
99
[9]
THE BEHAVIOR OF UNITED-STATES SHORT-TERM INTEREST-RATES SINCE OCTOBER 1979
CLARIDA, RH
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA 02138
HARVARD UNIV,CAMBRIDGE,MA 02138
CLARIDA, RH
FRIEDMAN, BM
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA 02138
HARVARD UNIV,CAMBRIDGE,MA 02138
FRIEDMAN, BM
[J].
JOURNAL OF FINANCE,
1984,
39
(03)
: 671
-
682
[10]
CONNOR G, 1987, 39 NW U WORK PAP
←
1
2
3
4
5
→