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Explaining current exhaustible resource prices with CAPM
Hartwick, John M.; Yeung, David - 1988
Persistent link: https://www.econbiz.de/10000125029
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Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.; Gregory, Allan W. - 1988
Persistent link: https://www.econbiz.de/10000125030
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Asset pricing puzzles and incomplete markets
Telmer, Chris I. - 1991 - rev.
Persistent link: https://www.econbiz.de/10000129416
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Modelling risk premia in international asset markets
Smith, Peter N. - 1991
Persistent link: https://www.econbiz.de/10000130895
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An empirical examination of the arbitrage pricing theory : using Japanese data
Hamao, Yasushi - 1988
Persistent link: https://www.econbiz.de/10000133030
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Single beta models and currency futures prices
McCurdy, Thomas H.; Morgan, Ieuan G. - 1991 - rev
Persistent link: https://www.econbiz.de/10000135919
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Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio; Garcia, René - 1992
Persistent link: https://www.econbiz.de/10000136222
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Arbitrage pricing theory in a small open economy : empirical evidence from the Swedish stock market
Löflund, Anders - 1992
Persistent link: https://www.econbiz.de/10000136493
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Equilibrium asset prices with undiversifiable labor income risk
Weil, Philippe - 1992
Persistent link: https://www.econbiz.de/10000136587
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Intertemporal asset pricing without consumption data
Campbell, John Y. - National Bureau of Economic Research - 1992
Persistent link: https://www.econbiz.de/10000136599