On the relative performance of consumption models in foreign and domestic markets
Paulo Matos, Carlor E. da Costa
| Year of publication: |
2016
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|---|---|
| Authors: | Matos, Paulo ; Costa, Carlor E. da |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 2/4, p. 154-188
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| Subject: | equity premium | foreign currency risk premium | consumption capital asset pricing model | habit formation | external time-varying reference consumption level | Risikoprämie | Risk premium | CAPM | Konsumtheorie | Consumption theory | Währungsrisiko | Exchange rate risk | Privater Konsum | Private consumption | Schätzung | Estimation | Kapitaleinkommen | Capital income | Konsumentenverhalten | Consumer behaviour | Konsum | Consumption |
| 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/10011742314