Nonfarm employment and the arbitrage pricing theory

DOI10.1016/0165-1765(94)00537-CzbMATH Open0900.90083OpenAlexW1968482320MaRDI QIDQ674085FDOQ674085

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

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zbMATH Keywords

nonfarm employmentrisk in financial marketsunrelated regression technique

Mathematics Subject Classification ID

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

Cites Work

• Two estimators for the APT model when factors are measured

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