Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory

Journal of Empirical Finance

Volumn 5, Issue 3, 1998, Pages 221-240

  Antoniou, Antonios ^a   Garrett, Ian ^b   Priestley, Richard ^c  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c BI NORWEGIAN BUSINESS SCHOOL   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010733152     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00019-4     Document Type: Article

References (32)

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