Nonfarm employment and the arbitrage pricing theory

DOI10.1016/0165-1765(94)00537-CMaRDI QIDQ674085zbMATH OpenOpenAlexFDO

Authors Willem Thorbecke, Geoff Chisholm

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(94)00537-c

zbMATH Keywords

nonfarm employmentrisk in financial marketsunrelated regression technique

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Two estimators for the APT model when factors are measured

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