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CAPM
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Duffee, Greg
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The journal of finance : the journal of the American Finance Association
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Journal of financial economics
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ECONIS (ZBW)
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1
Macroeconomic news in asset pricing and reality
Duffee, Greg
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1499-1543
Persistent link: https://www.econbiz.de/10014312036
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2
Term structure estimation without using latent factors
Duffee, Greg
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 507-536
Persistent link: https://www.econbiz.de/10003289292
Saved in:
3
Time variation in the covariance between stock returns and consumption growth
Duffee, Greg
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1673-1712
Persistent link: https://www.econbiz.de/10003080227
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