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Some empirical tests in the arbitrage pricing theory : macro-variables vs. derived factors
Chen, Su-Jane, (1988)
Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng, (1992)
Treasury triplets and the efficiency of the US treasury marketplace
Anderson, Anne M., (2021)
Real estate and the arbitrage pricing theory : macrovariables vs. derived factors
Chen, Su-Jane, (1997)
Real Estate and the Arbitrage Pricing Theory : Macrovariables vs. Derived Factors
Chen, Su-Jane, (2001)
On the relative yields of taxable and municipal bonds : a theory of the tax structure of interest rates
Jordan, Bradford D., (2012)