External habit and the cyclicality of expected stock returns
Year of publication: |
2005
|
---|---|
Authors: | Tallarini, Thomas D. ; Zhang, Harold H. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 3, p. 1023-1048
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | USA | United States | Momentenmethode | Method of moments |
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