Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
Year of publication: |
2021
|
---|---|
Authors: | La Bruslerie, Hubert de ; Coën, Alain |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 42.2021, 2, p. 7-37
|
Subject: | Time discount rate | Subjective time preference rates | Consumption-based model | interest term structure | Theorie | Theory | Zinsstruktur | Yield curve | CAPM | Intertemporale Entscheidung | Intertemporal choice | Diskontierung | Discounting |
-
The consumption-based determinants of the term structure of discount rates
Gollier, Christian, (2007)
-
The consumption-based determinants of the term structure of discount rates
Gollier, Christian, (2005)
-
The term structure of psychological discount rate : characteristics and functional forms
Ouattara, Aboudou, (2023)
- More ...
-
The informational dimensions of the Amihud (2002) illiquidity measure : evidence from the M&A market
Coën, Alain, (2019)
-
Information asymmetry, contract design and process of negotiation : the stock options awarding case
La Bruslerie, Hubert de, (2008)
-
Contract negotiation and internal regulation mechanisms in a firm
La Bruslerie, Hubert de, (2006)
- More ...