Explaining the poor performance of consumption-based asset pricing models

Explaining the poor performance of consumption-based asset pricing models

Bibliografiska uppgifter
Huvudupphovsman: Campbell, John Y.
Övriga upphovsmän: Cochrane, John H.
Materialtyp: Bok
Språk:English
Publicerad: Cambridge National Bureau of Economic Research 1999.
Serie:NBER working paper series no. 7237
Ämnen:
Assets (Accounting) > Prices > Forecasting > Econometric models.
Capital assets pricing model.
Consumption (Economics) > Econometric models.