Macroeconomic risk and asset pricing: estimating the apt with observable factors
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References listed on IDEAS
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Cited by:
- John Ammer, 1994. "Inflation, inflation risk, and stock returns," International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer, 1996. "Macroeconomic state variables as determinants of asset price covariances," International Finance Discussion Papers 553, Board of Governors of the Federal Reserve System (U.S.).
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