Fundamental Economic Variables, Expected Returns, and Bond Fund Performance
- 1 September 1995
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 50 (4) , 1229-1256
- https://doi.org/10.2307/2329350
Abstract
In this article, we develop relative pricing (APT) models that are successful in explaining expected returns in the bond market. We utilize indexes as well as unanticipated changes in economic variab...Keywords
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