Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
| Year of publication: |
1998
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|---|---|
| Authors: | Antoniou, Antonios ; Garrett, Ian ; Priestley, Richard |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 5.1998, 3, p. 221-240
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