The stochastic implications of permanent income hypothesis for US speculative traders : implications for consumption-based asset pricing
Year of publication: |
2018
|
---|---|
Authors: | Senarathne, Chamil W. ; Wei, Jianguo |
Published in: |
Croatian economic survey. - Zagreb, ISSN 1330-4860, ZDB-ID 1236951-2. - Vol. 20.2018, 2, p. 5-32
|
Subject: | disposable income | consumption expenditure | permanent income hypothesis | excess sensitivity | consumption-based asset pricing | Einkommenshypothese | Income hypothesis | Privater Konsum | Private consumption | CAPM | Schätzung | Estimation | USA | United States | Theorie | Theory | Spekulation | Speculation |
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