On the relative performance of consumption models in foreign and domestic markets
Year of publication: |
2016
|
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Authors: | Matos, Paulo ; Costa, Carlor E. da |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 2/4, p. 154-188
|
Subject: | equity premium | foreign currency risk premium | consumption capital asset pricing model | habit formation | external time-varying reference consumption level | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | Privater Konsum | Private consumption | Währungsrisiko | Exchange rate risk | Konsumentenverhalten | Consumer behaviour | Kapitaleinkommen | Capital income | Konsumtheorie | Consumption theory |
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