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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Crump, Richard K."
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Bauer, Michael D.
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial economics
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On the factor structure of bond returns
Crump, Richard K.
;
Gospodinov, Nikolaj
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012821679
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2
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
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3
Pricing the term structure with linear regressions
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 110-138
Persistent link: https://www.econbiz.de/10010207769
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