An intertemporal capital asset pricing model with bank credit growth as a state variable
Yacine Hammami; Anna Lindahl
| Year of publication: |
2014
|
|---|---|
| Authors: | Hammami, Yacine ; Lindahl, Anna |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 39.2014, p. 14-28
|
| Subject: | Asset pricing models | Horse races | Predictability | Bank credit | Business cycle | Labor income | CAPM | Theorie | Theory | Konjunktur | Kreditgeschäft | Bank lending | Kredit | Credit | Schätzung | Estimation |
| 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://www.econbiz.de/10010340775