The volatility of consumption-based stochastic discount factors and economic cycles
Belén Nieto, Gonzalo Rubio
| Year of publication: |
2011
|
|---|---|
| Authors: | Nieto Domenech, Belen ; Rubio, Gonzalo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 9, p. 2197-2216
|
| Subject: | CAPM | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Konjunktur | Business cycle | Privater Konsum | Private consumption | Risikoaversion | Risk aversion | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009247241