The Wharton School, University of Pennsylvania, and the Amos Tuck School of Business Administration, Dartmouth College, respectively. This paper was initially presented at the American Finance Association annual meeting in Atlanta, Georgia, December 28miscellaneous30, 1979.
Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory
Version of Record online: 30 APR 2012
© 1985 the American Finance Association
The Journal of Finance
Volume 40, Issue 1, pages 43–61, March 1985
How to Cite
GULTEKIN, N. B. and ROGALSKI, R. J. (1985), Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory. The Journal of Finance, 40: 43–61. doi: 10.1111/j.1540-6261.1985.tb04936.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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