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Identification failure in the intertemporal consumption CAPM
Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - 1995
Persistent link: https://www.econbiz.de/10000930227
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Habit formation : a resolution of the equity premium puzzle?
Otrok, Christopher M.; Ravikumar, B.; Whiteman, Charles H. - In: Journal of monetary economics 49 (2002) 6, pp. 1261-1288
Persistent link: https://www.econbiz.de/10001700859
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Evaluating asset-pricing models using the Hansen-Jagannathan bound : a Monte-Carlo investigation
Otrok, Christopher M.; Ravikumar, B.; Whiteman, Charles H. - In: Journal of applied econometrics 17 (2002) 2, pp. 149-174
Persistent link: https://www.econbiz.de/10001667482
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Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
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Heterogeneous beliefs and tests of present value models
Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163
Persistent link: https://www.econbiz.de/10010485954
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A generalized volatility bound for dynamic economies
Otrok, Christopher M.; Ravikumar, B.; Whiteman, Charles H. - In: Journal of monetary economics 54 (2007) 8, pp. 2269-2290
Persistent link: https://www.econbiz.de/10003614141
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Multiple equilibria in a simple asset pricing model
Walker, Todd B.; Whiteman, Charles H. - In: Economics letters 97 (2007) 3, pp. 191-196
Persistent link: https://www.econbiz.de/10003575455