Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models
Year of publication: |
2020
|
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Authors: | Cheng, Xu |
Other Persons: | Dou, Winston (contributor) ; Liao, Zhipeng (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | CAPM | Robustes Verfahren | Robust statistics | Kapitalmarkttheorie | Financial economics | Makroökonomik | Macroeconomics |
Extent: | 1 Online-Ressource (30 p) |
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Series: | PIER Working Paper ; No. 20-019 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3612913 [DOI] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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Supplemental Appendix to Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models
Cheng, Xu, (2020)
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Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models
Cheng, Xu, (2020)
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Cheng, Xu, (2021)
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Supplemental Appendix to Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models
Cheng, Xu, (2020)
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Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models
Cheng, Xu, (2020)
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Cheng, Xu, (2021)
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