Retesting the CCAPM Euler equations
Year of publication: |
2011
|
---|---|
Authors: | Azar, Samih |
Published in: |
International Journal of Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-6569, ZDB-ID 2227388-8. - Vol. 7.2011, 4, p. 324-346
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Asset pricing | Euler equations | Habit formation | Risk aversion | Bootstrapping | Real stock market returns | Real consumption per capita on non‐durables | Real aggregate dividends | Shiller's US data | Monte Carlo simulation | United States of America |
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