Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Benjamin R. Auer
| Year of publication: |
2013
|
|---|---|
| Authors: | Auer, Benjamin R. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 25/27, p. 3564-3573
|
| Subject: | CCAPM | conditioning information | money | stochastic discount factor | Schätzung | Estimation | Kapitaleinkommen | Capital income | CAPM | Deutschland | Germany | Theorie | Theory | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010345895