ON THE EXCLUSION OF ASSETS FROM TESTS OF THE 2-PARAMETER MODEL - A SENSITIVITY ANALYSIS

被引:189
作者
STAMBAUGH, RF
机构
关键词
D O I
10.1016/0304-405X(82)90002-2
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:237 / 268
页数:32
相关论文
共 45 条
[1]  
[Anonymous], 1969, FINANCIAL STRUCTURE
[2]   ARE GOVERNMENT BONDS NET WEALTH [J].
BARRO, RJ .
JOURNAL OF POLITICAL ECONOMY, 1974, 82 (06) :1095-1117
[3]   CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J].
BERNDT, ER ;
SAVIN, NE .
ECONOMETRICA, 1977, 45 (05) :1263-1277
[4]   SOME NEW BOND INDEXES [J].
BILDERSEE, JS .
JOURNAL OF BUSINESS, 1975, 48 (04) :506-525
[5]   CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].
BLACK, F .
JOURNAL OF BUSINESS, 1972, 45 (03) :444-455
[6]   COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J].
BLATTBERG, RC ;
GONEDES, NJ .
JOURNAL OF BUSINESS, 1974, 47 (02) :244-280
[7]   NEW LOOK AT CAPITAL ASSET PRICING MODEL [J].
BLUME, ME ;
FRIEND, I .
JOURNAL OF FINANCE, 1973, 28 (01) :19-33
[8]  
BLUME ME, 1968, THESIS U CHICAGO CHI
[9]  
EILBOTT P, 1973, I INVESTORS CORPORAT
[10]   ASSET RETURNS AND INFLATION [J].
FAMA, EF ;
SCHWERT, GW .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) :115-146