Risk Aversion Versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
Year of publication: |
2001
|
---|---|
Authors: | Neely, Christopher J. ; Roy, Amlan ; Whiteman, Charles H. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 19.2001, 4, p. 395-403
|
Saved in:
Saved in favorites
Similar items by person
-
Identification failure in the intertemporal consumption CAPM
Neely, Christopher J., (1995)
-
Neely, Christopher J., (2001)
-
Identification Failure in the Intertemporal Consumption CAPM
Neely, Christopher J., (1998)
- More ...