Comparing consumption-based asset pricing models : the case of an Asian city
Yum K. Kwan, Charles Ka Yui Leung, Jinyue Dong (Department of Economics and Finance, City University of Hong Kong, Hong Kong Special Administrative Region)
| Year of publication: |
June 2015
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|---|---|
| Authors: | Kwan, Yum-keung ; Leung, Ka Yui ; Dong, Jinyue |
| Published in: |
Journal of housing economics. - Amsterdam : Elsevier, ISSN 1051-1377, ZDB-ID 1098119-6. - Vol. 28.2015, p. 18-41
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| Subject: | Consumption-based asset pricing model | Recursive utility | Habit formation | Collateral constraint | Hansen-Jagannathan distance | Model confidence sets | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jhe.2014.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011565803