Asset Pricing Model Specification and the Term Structure Evidence
收藏NBER1985-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1612
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资源简介：
In this paper, a set of tests of models of relative capital asset pricesis developed. The tests are used to examine how well the models explain maturity premiums on Government bonds, though they are perfectly general and hence could be applied to stocks or other assets. Allowance is made in the
提供机构：
美国国家经济研究局
创建时间：
1985-04-01
