مرکز منطقه ای اطلاع رساني علوم و فناوري - Consumption growth as a risk factor? Evidence from Canadian financial markets

Title of article :

Consumption growth as a risk factor? Evidence from Canadian financial markets

Author/Authors :

Benoît Carmich?l، نويسنده , , Lucie Samson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

101

Keywords :

Multifactor model , Risk premia , Conditional betas , asset pricing

Journal title :

Journal of International Money and Finance

Serial Year :

2005

Journal title :

Journal of International Money and Finance

Record number :

191441

Link To Document :