A defense of traditional hypotheses about the term structure of interest rates
JY Campbell - The Journal of Finance, 1986 - Wiley Online Library
Expectations theories of asset returns may be interpreted either as stating that risk premia
are zero or that they are constant through time. Under the former interpretation, different …
are zero or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses About the Term Structure of InterestRates
JY Campbell - 1984 - ideas.repec.org
Expectations theories of asset returns may be interpreted as stating either that risk premia
are zero, or that they are constant through time. Under the former interpretation, different …
are zero, or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
J Campbell - Journal of Finance, 1986 - dash.harvard.edu
Expectations theories of asset returns may be interpreted either as stating that risk premia
are zero or that they are constant through time. Under the former interpretation, different …
are zero or that they are constant through time. Under the former interpretation, different …
[引用][C] A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
JY Campbell - Journal of Finance, 1986 - gking.harvard.edu
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates | John Y.
Campbell Skip to main content Main Menu Utility Menu Search University Logo …
Campbell Skip to main content Main Menu Utility Menu Search University Logo …
A Defense of Traditional Hypotheses About the Term Structure of InterestRates
J Campbell - 1984 - econpapers.repec.org
Expectations theories of asset returns may be interpreted as stating either that risk premia
are zero, or that they are constant through time. Under the former interpretation, different …
are zero, or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
J Campbell - Journal of Finance, 1986 - dash.lib.harvard.edu
Expectations theories of asset returns may be interpreted either as stating that risk premia
are zero or that they are constant through time. Under the former interpretation, different …
are zero or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses About the Term Structure of Interestrates
JY Campbell - NBER Working Paper, 1984 - papers.ssrn.com
Expectations theories of asset returns may be interpreted as stating either that risk premia
are zero, or that they are constant through time. Under the former interpretation, different …
are zero, or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses About the Term Structure of InterestRates
JY Campbell - 1984 - nber.org
Expectations theories of asset returns may be interpreted as stating either that risk premia
are zero, or that they are constant through time. Under the former interpretation, different …
are zero, or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
JY Campbell - Journal of Finance, 1986 - JSTOR
Expectations theories of asset returns may be interpreted either as stating that risk premia
are zero or that they are constant through time. Under the former interpretation, different …
are zero or that they are constant through time. Under the former interpretation, different …
A Defense of Traditional Hypotheses About the Term Structure of InterestRates
JY Campbell - 1984 - policycommons.net
Expectations theories of asset returns may be interpreted as stating either that risk premia
are zero, or that they are constant through time. Under the former interpretation, different …
are zero, or that they are constant through time. Under the former interpretation, different …