Explorations Into Factors Explaining Money Market Returns

Author:

KNEZ PETER J.,LITTERMAN ROBERT,SCHEINKMAN JOSÉ

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference17 articles.

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2. The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates;Brown;The Journal of Finance,1986

3. Chen , Ren-Raw Louis Scott 1990 Maximum likelihood estimation for a multi-factor equilibrium model of the term structure of interest rates, Mimeo, Georgia Institute of Technology

4. Risk and return in an equilibrium APT: Application of a new test methodology;Connor;Journal of Financial Economics,1988

5. A theory of the term structure of interest rates;Cox;Econometrica,1985

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