Financial asset returns and the macroeconomy: An elaboration of the consumption CAPM
| Year of publication: |
1998-12
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|---|---|
| Authors: | VALCKX, Nico ; PLASMANS, Joseph E.J. |
| Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
| Subject: | Stocks | Bonds | Asset pricing | Micro-foundations | GMM | Intertemporal preferences |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 28 pages |
| Classification: | C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy |
| Source: |
Persistent link: https://www.econbiz.de/10010839828