Peso problems in the estimation of the C-CAPM
Year of publication: |
2022
|
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Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Schrimpf, Andreas |
Published in: |
Quantitative Economics. - ISSN 1759-7331. - Vol. 13.2022, 1, p. 259-313
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Publisher: |
New Haven, CT : The Econometric Society |
Subject: | asset pricing errors | C-CAPM | Rare events |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE1478 [DOI] 1788874080 [GVK] |
Classification: | E21 - Consumption; Saving ; G12 - Asset Pricing ; O41 - One, Two, and Multisector Growth Models |
Source: |
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos, (2022)
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos, (2021)
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Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM
Posch, Olaf, (2012)
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Peso Problems in the Estimation of the C-CAPM
Parra-Alvarez, Juan Carlos, (2021)
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos, (2021)
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos, (2022)
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