The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness
Marcelo Fernandes, José Gil Ferreira Vieira Filho
| Year of publication: |
2019
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|---|---|
| Authors: | Fernandes, Marcelo ; Ferreira Vieira Filho, Jose Gil |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 39.2019, 2, p. 303-326
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| Subject: | Asset pricing | fixed-effects panel regression | incomplete markets | mimicking portfolio | stochastic discount factor | Unvollkommener Markt | Incomplete market | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Regressionsanalyse | Regression analysis | Diskontierung | Discounting | Risiko | Risk | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v39n22019.79007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012211815