An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Qiang Dai; Olesya V. Grishchenko
| Year of publication: |
2014
|
|---|---|
| Authors: | Dai, Qiang ; Grishchenko, Olesya V. |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 4.2014, 1, p. 1-34
|
| Subject: | Consumption-based asset pricing models | external habit | internal habit | deterministic habit | stochastic habit | preference shocks | aggregate equity and bond returns | CAPM | Risikoprämie | Risk premium | Konsumtheorie | Consumption theory | Kapitaleinkommen | Capital income | Einkommenshypothese | Income hypothesis | Stochastischer Prozess | Stochastic process | Schock | Shock | Privater Konsum | Private consumption | Konsum | Consumption |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010423784