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Estimating "Gamma" for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP
Hultkrantz, Lars
;
Mantalos, Panagiotis
-
2016
method relies on a parameter called "
real
project
gamma
" that measures the proportion of project returns that is covariant …
Persistent link: https://www.econbiz.de/10012654414
Saved in:
2
Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP
Mantalos, Panagiotis
;
Hultkrantz, Lars
- In:
Applied economics
50
(
2018
)
37
,
pp. 4074-4085
Persistent link: https://www.econbiz.de/10012060694
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