Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
Year of publication: |
1987
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Merrick, John J. (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 18.1987, 1, p. 127-146
|
Subject: | CAPM | Börsenkurs | Share price |
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