مرکز منطقه ای اطلاع رساني علوم و فناوري - Consumption and equilibrium asset pricing: An empirical assessment

Title of article :

Consumption and equilibrium asset pricing: An empirical assessment

Author/Authors :

Marco Bonomo، نويسنده , , Rene Garcia، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1996

Pages :

From page :

239

To page :

265

Keywords :

Equilibrium asset pricing , Markov switching model , Equity premium puzzle , Serialcorrelation in returns , Forecastability of returns

Journal title :

Journal of Empirical Finance

Serial Year :

1996

Journal title :

Journal of Empirical Finance

Record number :

130595

Link To Document :