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Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory

Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory

Antonios Antoniou; Ian Garrett; Richard Priestley

作者Antonios Antoniou; Ian Garrett; Richard Priestley
卷第5卷
期第3期
印刷ISSN0927-5398
文件大小121.06KB
发表时间1998
DOI10.1016/s0927-5398(97)00019-4

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