Title of article :
Time-varying forward bias and the expected excess return
Author/Authors :
Zhen Zhu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Time-varying coefficient model , Kalman filter technique , Forward bias , International assetpricing models
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money