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Volumn 73, Issue 1, 2006, Pages 125-138

Factores macroeconómicos en rendimientos accionarios chilenos

Author keywords

[No Author keywords available]

Indexed keywords


EID: 31144446096     PISSN: 00413011     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review
Times cited : (6)

References (17)
  • 1
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    • Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory
    • julio
    • Burmeister, E., y M. McElroy (1988), "Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory, Journal of Finance 43, núm. 3, julio, pp. 721-735.
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    • Burmeister, E.1    McElroy, M.2
  • 2
    • 0000232861 scopus 로고
    • An exploratory investigation of the firm size effect
    • septiembre
    • Chan, K. C., N. F. Chen y D. A. Hsieh (1985), "An Exploratory Investigation of the Firm Size Effect", Journal of Financial Economics, septiembre, páginas 451-471.
    • (1985) Journal of Financial Economics , pp. 451-471
    • Chan, K.C.1    Chen, N.F.2    Hsieh, D.A.3
  • 3
    • 84944835230 scopus 로고
    • Some empirical tests of the theory of arbitrage pricing
    • Chen, Nai-Fu (1983), "Some Empirical Tests of the Theory of Arbitrage Pricing", Journal of Finance 38, pp. 1393-1413.
    • (1983) Journal of Finance , vol.38 , pp. 1393-1413
    • Chen, N.-F.1
  • 4
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • _, R. Roll y S. Ross (1986), "Economic Forces and the Stock Market", Journal of Business, pp. 383-403.
    • (1986) Journal of Business , pp. 383-403
    • Roll, R.1    Ross, S.2
  • 5
    • 38249004459 scopus 로고
    • Some empirical tests in the arbitrage pricing theory: Macrovariables vs. derived factors
    • Chen, S-J., y B. Jordan (1993), "Some Empirical Tests in the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors", Journal of Banking and Finance 17, pp. 65-89.
    • (1993) Journal of Banking and Finance , vol.17 , pp. 65-89
    • Chen, S.-J.1    Jordan, B.2
  • 7
    • 84888816613 scopus 로고
    • Teoría de precios por arbitraje: Una prueba empírica
    • Editorial de Economía y Administración, Universidad de Chile
    • Gregoire, Jorge, y Salvador Zurita (1987), "Teoría de precios por arbitraje: Una prueba empírica", Lecturas de Economía Financiera, Editorial de Economía y Administración, Universidad de Chile.
    • (1987) Lecturas de Economía Financiera
    • Gregoire, J.1    Zurita, S.2
  • 9
    • 84944831992 scopus 로고
    • Approximate factor structures: Interpretations and implications for empirical tests
    • _(1985), "Approximate Factor Structures: Interpretations and Implications for Empirical Tests, Journal of Finance 40, pp. 2367-2373.
    • (1985) Journal of Finance , vol.40 , pp. 2367-2373
  • 10
  • 11
    • 0000288739 scopus 로고
    • The empirical foundations of the arbitrage pricing theory
    • Lehman, B., y D. Modest (1988), "The Empirical Foundations of the Arbitrage Pricing Theory", Journal of Financial Economics 21, pp. 213-254.
    • (1988) Journal of Financial Economics , vol.21 , pp. 213-254
    • Lehman, B.1    Modest, D.2
  • 12
    • 84977397160 scopus 로고
    • An empirical investigation of the arbitrage pricing theory
    • Roll, R., y S. Ross (1980), "An Empirical Investigation of the Arbitrage Pricing Theory", Journal of Finance 35, pp. 1073-1103.
    • (1980) Journal of Finance , vol.35 , pp. 1073-1103
    • Roll, R.1    Ross, S.2
  • 13
    • 84944838643 scopus 로고
    • A critical reexamination of the empirical evidence on the arbitrage pricing theory: A reply
    • _(1984), "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply", Journal of Finance 39, pp. 347-350.
    • (1984) Journal of Finance , vol.39 , pp. 347-350
  • 14
    • 0000225762 scopus 로고
    • Return, risk and arbitrage
    • I. Friend y J. Bicksler (comps.), Cambridge, Massachusetts, Ballinger
    • Ross, Stephen (1976a), "Return, Risk and Arbitrage", I. Friend y J. Bicksler (comps.), Risk and Return in Finance, Cambridge, Massachusetts, Ballinger.
    • (1976) Risk and Return in Finance
    • Ross, S.1
  • 15
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • _(1976b), "The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory 13, pp. 341-360.
    • (1976) Journal of Economic Theory , vol.13 , pp. 341-360
  • 16
    • 0009910948 scopus 로고    scopus 로고
    • Inflation targeting in Brazil, Chile and Mexico: Performance, credibility, and the exchange rate
    • Schmidt-Hebbel, Klaus, y Alejandro Werner (2002), "Inflation Targeting in Brazil, Chile and Mexico: Performance, Credibility, and the Exchange Rate", Economia, 2 (2), pp. 30-89.
    • (2002) Economia , vol.2 , Issue.2 , pp. 30-89
    • Schmidt-Hebbel, K.1    Werner, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.