The Riskless Rate of Interest and the Market Price of Risk AC Hess - The Quarter

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】The Riskless Rate of Interest and the Market Price of RiskAC Hess - The Quarterly Journal of Economics, 1975 - JSTOR
I. INTRODUCTION This paper addresses the question: How does the market price of risk respond
to changes in the riskless rate of interest? Economic intuition suggests that as the riskless rate
increases due, say, to an increase in the quantity supplied of the riskless security, ...
Cited by 4 Related articles Web of Science: 3 Cite Save