Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model
Author(s) -
Cynthia J. Campbell,
Hossein B. Kazemi,
Prasad Nanisetty
Publication year - 1999
Publication title -
review of financial studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/revfin/12.3.0631
Subject(s) - economics , bond , econometrics , financial economics , finance
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