Explorations Into Factors Explaining Money Market Returns

The Journal of Finance

Volumn 49, Issue 5, 1994, Pages 1861-1882

  KNEZ, PETER J ^a   LITTERMAN, ROBERT ^a   SCHEINKMAN, JOSÉ ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993839850     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1994.tb04784.x     Document Type: Article

References (17)

1. Tests of significance in factor analysis
2. The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates
3. Risk and return in an equilibrium APT: Application of a new test methodology
4. A theory of the term structure of interest rates
5. The information in term structure
6. Term premiums and default premiums in money markets
7. Risk, return and equilibrium: empirical tests
8. A test of the Cox, Ingersoll, and Ross model of the term structure
9. Government bond returns measurement of interest rate risk, and the arbitrage pricing theory
10. Mimicking portfolios and exact arbitrage pricing
11. Some contributions to maximum likelihood factor analysis
12. Common factors affecting bond returns
13. An empirical investigation of the arbitrage pricing theory
14. The arbitrage theory of capital
15. The information in forward rates: Implications for models of the term structure