Econometric Evaluation of Asset Pricing Models
Year of publication: |
1993-10
|
---|---|
Authors: | Hansen, Lars Peter ; Luttmer, Erzo F.P. ; Heaton, John |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP EFG published as Hansen, Lars Peter, John Heaton and Erzo Luttmer. "Econometric Evaluation Of Asset Pricing Models," Review of Financial Studies, 1995, v8(2), 237-274. Number 0145 |
Classification: | G12 - Asset Pricing |
Source: |
-
Interpreting implied risk-neutral densities
Hördahl, Peter, (2003)
-
Exchange rates and fundamentals
Engel, Charles, (2003)
-
International equity flows and returns
Albuquerque, Rui, (2004)
- More ...
-
Consumption Strikes Back?: Measuring Long-Run Risk
Hansen, Lars Peter, (2005)
-
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Lucas, Deborah, (1993)
-
Network Effects and Welfare Cultures
Bertrand, Marianne, (1998)
- More ...