Durable consumption and asset returns : cointegration analysis
Guojin Chen, Zhiwu Hong, Yu Ren
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Chen, Guojin ; Hong, Zhiwu ; Ren, Yu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 53.2016, p. 231-244
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| Subject: | Durable consumption | Cointegration | Consumption asset pricing model | MCMC | CAPM | Kointegration | Dauerhafte Konsumgüter | Durable goods | Privater Konsum | Private consumption | Konsumtheorie | Consumption theory | Konsumgüter | Consumer goods | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011641014