Resurrecting the (C)Capm : A Cross-Sectional Test When Risk Premia are Time-Varying
Year of publication: |
[2008]
|
---|---|
Authors: | Lettau, Martin |
Other Persons: | Ludvigson, Sydney C. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Series: | FRB of New York Staff Report ; No. 93 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1999 erstellt |
Other identifiers: | 10.2139/ssrn.935320 [DOI] |
Classification: | G10 - General Financial Markets. General ; E21 - Consumption; Saving |
Source: | ECONIS - Online Catalogue of the ZBW |
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