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Time-varying risk and return in the bond market : a test of a new equilibrium pricing model
Campbell, Cynthia J.
;
Kazemi, Hossein
;
Nanisetty, Prasad
- In:
The review of financial studies
12
(
1999
)
3
,
pp. 631-642
Persistent link: https://www.econbiz.de/10001421850
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2
The effect of time-varying covariances on asset risk premia : a test of an intertemporal CAPM
Nanisetty, Prasad
;
Bharati, Rakesh
;
Gupta, Manoj
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 205-220
Persistent link: https://www.econbiz.de/10001467560
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