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An empirical investigation into arbitrage and approximate K-factor structure on large asset markets
Luedecke, Bernd P. - 1984
Persistent link: https://www.econbiz.de/10000992579
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Are expectations of short-term interest rates rational?
Jüttner, D. Johannes - In: Australian economic papers 24 (1985) 45, pp. 356-369
Persistent link: https://www.econbiz.de/10001033153
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Interest rates, exchange rates and foreign debt
Jüttner, D. Johannes - In: The economic record : er 67 (1991) 197, pp. 139-146
Persistent link: https://www.econbiz.de/10001117303
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An empirical investigation into arbitage and approximate K-factor structure on larege asset markets
Luedecke, Bernd Paul - 1984 - [Mikrofilm-Ausg.]
Persistent link: https://www.econbiz.de/10004855459
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Arbitrage Pricing Theory: The Way Forward
Stapleton, Richard; Connor, Gregory; Subrahmanyam, Marti G. - In: Australian Journal of Management 10 (1985) 1, pp. 109-130
Persistent link: https://www.econbiz.de/10010769389
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Arbitrage Pricing, Factor Structure, Eigenvectors and all That—An Exposition
Luedecke, Bernd P. - In: Australian Journal of Management 11 (1986) 1, pp. 67-85
This paper re-presents the essentials of Ross' (1976) derivation of his Arbitrage Pricing Theory (APT) and explains the empirical implications of recent extensions to the APT due to Chamberlain & Rothschild (1983). The natural statistical methodology for empirically testing Ross' for Mulation is...
Persistent link: https://www.econbiz.de/10010769500