Estimation and test of a simple model of intertemporal capital asset pricing
Year of publication: |
2004
|
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Authors: | Brennan, Michael J. ; Wang, Ashley W. ; Xia, Yihong |
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. 59.2004, 4, p. 1743-1776
|
Subject: | CAPM | Schätzung | Estimation | Realzins | Real interest rate | Öffentliche Anleihe | Public bond | USA | United States | 1952-2000 |
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