Estimation and evaluation of asset pricing models with habit formation using Philippine data
This study tests and evaluates the habit-formation model, an extension of the Consumption-based Capital Asset Pricing Model (C-CAPM). Using Philippine equity and Treasury bill data from 1990 to 2003, this study constructs multiple asset porfolios to estimate the parameters of internal and external h...
Main Author: | |
---|---|
Other Authors: | |
Resource Type: | Thesis |
Language: | English |
Subjects: |
Main Library: University Archives Division (UP Diliman)
Accession # | Call # | Volume/Part# | Copy # | Collection | Circulation Type | Circulation Status |
---|---|---|---|---|---|---|
UARD-10781D | LG 996 2004 B9 / A23 | Room-use Only | On-Shelf | |||
UARD-12145D | LG 996 2004 B9 / A23 | Room-use Only | On-Shelf |
UP Cesar E.A. Virata School of Business (UP Diliman)
Accession # | Call # | Volume/Part# | Copy # | Collection | Circulation Type | Circulation Status |
---|---|---|---|---|---|---|
B-35939 | LG 996 2004 B9 / A23 | Room-use Only | On-Shelf | |||
BA007020 | LG 996 2004 B9 / A23 | Room-use Only | On-Shelf |