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Search: subject:"Beginning-of-period timing convention"
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beginning-of-period timing convention
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Engsted, Tom
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Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises
Engsted, Tom
;
Møller, Stig V.
-
School of Economics and Management, University of Aarhus
-
2011
By using a
beginning-of-period
timing
convention
for consumption, and by including the Great Depression years in the …
Persistent link: https://www.econbiz.de/10008836604
Saved in:
2
Cross-sectional consumption-based asset pricing : a reappraisal
Engsted, Tom
;
Møller, Stig Vinther
- In:
Economics letters
132
(
2015
),
pp. 101-104
Persistent link: https://www.econbiz.de/10011431410
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