Conditioning Information and Variance Bounds on Pricing Kernels
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- Geert Bekaert & Jun Liu, 1999. "Conditioning Information and Variance Bounds on Pricing Kernels," NBER Working Papers 6880, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Bekaert, Geert & Hodrick, Robert J, 1992.
" Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets,"
Journal of Finance,
American Finance Association, vol. 47(2), pages 467-509, June.
- Geert Bekaert & Robert J. Hodrick, 1991. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc.
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