Asset Pricing Model Specification and the Term Structure Evidence
收藏NBER1985-04-01 更新2025-01-04 收录
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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
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美国国家经济研究局创建时间：
1985-04-01
