TERM STRUCTURE VARIANCE BOUNDS AND TIME-VARYING LIQUIDITY PREMIA

[1] AMSLER CE, 1983, UNPUB J EC BUSINESS

[2] Engle R F, 1982, ECONOMETRICA

[3] ENGLE RF, 1983, UNPUB ECONOMETRICA

[4] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[5] LINTNER J, 1965, J FINANCE DEC

[6] MOSSIN J, 1966, ECONOMETRICA OCT

[7] PLOSSER CI, 1982, J MONETARY EC MAY, P325

[8] SHARPE WF, 1964, J FINANCE SEP

[9] SHILLER RJ, 1979, J POLITICAL EC DEC

[10] SINGLETON KJ, 1980, J POLITICAL EC DEC

[1] AMSLER CE, 1983, UNPUB J EC BUSINESS

[2] Engle R F, 1982, ECONOMETRICA

[3] ENGLE RF, 1983, UNPUB ECONOMETRICA

[4] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[5] LINTNER J, 1965, J FINANCE DEC

[6] MOSSIN J, 1966, ECONOMETRICA OCT

[7] PLOSSER CI, 1982, J MONETARY EC MAY, P325

[8] SHARPE WF, 1964, J FINANCE SEP

[9] SHILLER RJ, 1979, J POLITICAL EC DEC

[10] SINGLETON KJ, 1980, J POLITICAL EC DEC