TESTS OF ASSET PRICING WITH TIME-VARYING EXPECTED RISK PREMIUMS AND MARKET BETAS

被引：74

作者：

FERSON, WE

KANDEL, S

STAMBAUGH, RF

机构：

来源：

关键词：

D O I：

10.2307/2328249

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：201 / 220

页数：20

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