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Search: subject:"Consumption capital asset pricing model"
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CAPM
6
Consumption Capital Asset Pricing Model
5
Estimation
5
Schätzung
5
Consumption capital asset pricing model
4
Consumption risk
4
Consumption smoothing
4
Equity premium
4
Expected returns
4
Risikoprämie
4
Risk premium
4
Capital income
3
Conditioning variable
3
Kapitaleinkommen
3
Risiko
3
Risk
3
Theorie
3
Theory
3
Consumption
2
Consumption theory
2
Konsum
2
Konsumtheorie
2
Private consumption
2
Privater Konsum
2
consumption capital asset pricing model
2
Agent-Based Computational Modeling
1
Aktienmarkt
1
Arbitrage Pricing theory (APT)
1
Asset pricing
1
Bank
1
Bank credit
1
Bank lending
1
Beta
1
Beta risk
1
Betafaktor
1
Bounded Rationality
1
Bruttoinlandsprodukt
1
Börsenkurs
1
CCAPM
1
Capital Asset Pricing model (CAPM)
1
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Undetermined
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Article
7
Book / Working Paper
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Article in journal
6
Aufsatz in Zeitschrift
6
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English
6
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6
Author
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Parker, Jonathan A.
4
Kwon, Ji Ho
3
Julliard, Christian
2
Bergeron, Claude
1
Chen, Shu-Heng
1
Costa, Carlor E. da
1
Elbannan, Mona A.
1
Gueyie, Jean-Pierre
1
Huang, Ya-Chi
1
Kang, Jangkoo
1
Kim, Tong Suk
1
Lai, Ke-Hung
1
Lee, Byeung-Joo
1
Lee, Changjun
1
Matos, Paulo
1
Min, Byoung-Kyu
1
Sedzro, Komlan
1
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Woodrow Wilson School of Public and International Affairs, Princeton University
4
Society for Computational Economics - SCE
1
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Working Papers / Woodrow Wilson School of Public and International Affairs, Princeton University
4
American journal of finance and accounting
1
Computing in Economics and Finance 2005
1
Finance research letters
1
International journal of economics and finance
1
International journal of financial markets and derivatives
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Banking & Finance
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ECONIS (ZBW)
6
RePEc
6
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1
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
2
Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo
;
Kwon, Ji Ho
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
Saved in:
3
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
4
Earnings-consumption betas and stock valuation
Bergeron, Claude
;
Gueyie, Jean-Pierre
;
Sedzro, Komlan
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 151-172
Persistent link: https://www.econbiz.de/10011966800
Saved in:
5
On the relative performance of consumption models in foreign and domestic markets
Matos, Paulo
;
Costa, Carlor E. da
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 154-188
Persistent link: https://www.econbiz.de/10011742314
Saved in:
6
The Capital Asset Pricing Model : an overview of the theory
Elbannan, Mona A.
- In:
International journal of economics and finance
7
(
2015
)
1
,
pp. 216-228
Persistent link: https://www.econbiz.de/10010471673
Saved in:
7
Macroeconomic risk and the cross-section of stock returns
Kang, Jangkoo
;
Kim, Tong Suk
;
Lee, Changjun
;
Min, Byoung-Kyu
- In:
Journal of Banking & Finance
35
(
2011
)
12
,
pp. 3158-3173
We develop a conditional version of the
consumption
capital
asset
pricing
model
(CCAPM) using the conditioning variable …
Persistent link: https://www.econbiz.de/10010577966
Saved in:
8
Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational
Consumption
Capital
Asset
Pricing
Model
?
Lai, Ke-Hung
;
Chen, Shu-Heng
;
Huang, Ya-Chi
-
Society for Computational Economics - SCE
-
2005
In this paper, an agent-based computational capital asset pricing model is applied to address an issue, known as the elasticity puzzle, originating from a famous reciprocal relation between the elasticity of intertemporal substitution (EIS) and the relative risk aversion (RRA) coefficient. By...
Persistent link: https://www.econbiz.de/10005706313
Saved in:
9
Consumption Risk and the Cross-Section of Expected Returns
Parker, Jonathan A.
;
Julliard, Christian
-
Woodrow Wilson School of Public and International …
-
2004
This paper evaluates the central insight of the
Consumption
Capital
Asset
Pricing
Model
(CCAPM) that an asset …
Persistent link: https://www.econbiz.de/10005435957
Saved in:
10
Consumption Risk and the Cross-Section of Expected Returns
Parker, Jonathan A.
;
Julliard, Christian
-
Woodrow Wilson School of Public and International …
-
2004
This paper evaluates the central insight of the
Consumption
Capital
Asset
Pricing
Model
(CCAPM) that an asset …
Persistent link: https://www.econbiz.de/10011150132
Saved in:
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