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~isPartOf:"International Center for Financial Asset Management and Engineering (FAME) - Working Papers"
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Do Fixed Income Securities Also Show Asymmetric Effects in Conditional Second Moments?
Cappiello, Lorenzo
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2000
This paper estimates a trivariate two-factor conditional version of the Intertemporal CAPM of Merton (1973).
Persistent link: https://www.econbiz.de/10005843151
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