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Habit persistence, consumption based asset pricing, and time-varying expected returns
Møller, Stig Vinther - 2009
Persistent link: https://www.econbiz.de/10003839356
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Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom; Hyde, Stuart; Møller, Stig Vinther - In: Journal of international money and finance 29 (2010) 7, pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
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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 Vinther - 2011
Persistent link: https://www.econbiz.de/10008823504
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An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns
Engsted, Tom; Møller, Stig Vinther - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 213-227
Persistent link: https://www.econbiz.de/10008702348