Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
John Hunter; Feng Wu
| Year of publication: |
2014
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|---|---|
| Authors: | Hunter, John ; Wu, Feng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 557-565
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| Subject: | Consumption based asset pricing model | Multi-factor model | Panel estimation | Fixed effects | CAPM | Theorie | Theory | Panel | Panel study | Momentenmethode | Method of moments | Schätzung | Estimation | Einkommenshypothese | Income hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010416359