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An asset pricing approach to testing general term structure models
| Content Provider | Scilit |
|---|---|
| Author | Christensen, Bent Jesper van der Wel, Michel |
| Copyright Year | 2019 |
| Description | Journal: Journal of Financial Economics |
| Related Links | https://pure.au.dk/ws/files/165147752/bjc_mvw_JFE19_OnlineAppendix.pdf |
| Ending Page | 191 |
| Page Count | 27 |
| Starting Page | 165 |
| ISSN | 0304405X |
| DOI | 10.1016/j.jfineco.2019.03.010 |
| Journal | Journal of Financial Economics |
| Issue Number | 1 |
| Volume Number | 134 |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2019-10-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Financial Economics Two Observable Term Structure Macroeconomic Variables Unobservable Factors |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Accounting Strategy and Management Economics and Econometrics |