Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ; Timmermann, A

Published Date

  • December 2010

Published In

Volume / Issue

  • 98 / 3

Start / End Page

  • 605 - 625

International Standard Serial Number (ISSN)

  • 0304-405X

Digital Object Identifier (DOI)

  • 10.1016/j.jfineco.2010.06.006