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Testing for a time-varying risk premium in the returns to U.S. farmland · Study

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ArticleTesting for a time-varying risk premium in the returns to U.S. farmland

Steven D. Hanson1995

Article1995

Testing for a time-varying risk premium in the returns to U.S. farmland

Steven D. Hanson · Robert J. Myers

26 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988A Capital Asset Pricing Model with Time-Varying Covariances 1987Cointegration and Tests of Present Value Models 1986Generalized autoregressive conditional heteroscedasticity 1980Financial Theory and Corporate Policy.1976The Valuation of Uncertain Income Streams and the Pricing of Options 1982Financial Theory and Corporate Policy.

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2003Spatial Effects within the Agricultural Land Market in Northern Irelandarticle · 5 shared references 1995Chapter 5 Theory and empirical testing of asset pricing modelschapter · 5 shared references 2007A comprehensive analysis of farmland value determination: a county-level analysisarticle · 5 shared references 2013Mean-variance cointegration and the expectations hypothesisarticle · 5 shared references 1994Evaluating forecasting models of farmland pricesarticle · 5 shared references 1993A REGRESSION TEST OF THE PRESENT VALUE MODEL OF US FARMLAND PRICESarticle · 5 shared references

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Year1995

Typearticle

Published1995-09-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0927-5398(95)00006-g

openalex_workW1967599232

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