Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
Year of publication: |
2014
|
---|---|
Authors: | Hunter, John ; Wu, Feng |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 36.2014, C, p. 557-565
|
Publisher: |
Elsevier |
Subject: | Consumption based asset pricing model | Multi-factor model | Panel estimation | Fixed effects |
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