The Long and the Short of Asset Prices: Using Long Run Consumption-Return Correlations to Test Asset Pricing Models
| Year of publication: |
2009
|
|---|---|
| Authors: | Yu, Jianfeng |
| Institutions: | Society for Economic Dynamics - SED |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 2009 SED Meeting Papers Number 56 |
| Source: |
Persistent link: https://www.econbiz.de/10011080450