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Don't Break the Habit : Structural Stability Tests of Consumption Asset Pricing Models in the UK
Hyde, Stuart, (2017)
Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary, (2000)
Investment effects of departures from governmental present-value budget balance
Elder, Erick, (1999)
Consumption asset pricing models : evidence from the UK
Hyde, Stuart, (2005)
Consumption asset pricing and the term structure
Hyde, Stuart, (2010)
Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns