Changes in expected security returns, risk, and the level of interest rates
Year of publication: |
1989
|
---|---|
Authors: | Ferson, Wayne E. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 44.1989, 5, p. 1191-1217
|
Subject: | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Zins | Interest rate | Theorie | Theory | USA | United States | 1926-1985 |
-
Testing the CAPM with time-varying risks and returns
Bodurtha, James N., (1991)
-
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique, (2020)
-
The regression tendencies of betas : a reappraisal
Kolb, Robert W., (1989)
- More ...
-
An exploratory investigation of the fundamental determinants of national equity market returns
Ferson, Wayne E., (1993)
-
Time nonseparability in aggregate consumption : international evidence
Braun, Phillip A., (1992)
-
Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E., (1991)
- More ...