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subject:"Volatility"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Shock"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Journal of economic dynamics & control
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C-CAPM without ex post data
Söderlind, Paul
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2006
Persistent link: https://www.econbiz.de/10003389604
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Determination of asset prices with an investment-specific technology model : implications for the equity premium puzzle
In, Francis Haeuck
;
Yoon, Jai-hyung
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2637-2658
Persistent link: https://www.econbiz.de/10003499201
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