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Asset Prices in a Time Series...
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CAPM
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40
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Whiteman, Charles H.
7
Walker, Todd B.
5
Otrok, Christopher M.
3
Ravikumar, B.
3
Kasa, Kenneth
2
Neely, Christopher J.
2
Roy, Amlan
2
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ECONIS (ZBW)
11
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1
Heterogeneous beliefs and tests of present value models
Kasa, Kenneth
;
Walker, Todd B.
;
Whiteman, Charles H.
- In:
The review of economic studies
81
(
2014
)
3
,
pp. 1137-1163
Persistent link: https://www.econbiz.de/10010485954
Saved in:
2
Multiple equilibria in a simple asset pricing model
Walker, Todd B.
;
Whiteman, Charles H.
- In:
Economics letters
97
(
2007
)
3
,
pp. 191-196
Persistent link: https://www.econbiz.de/10003575455
Saved in:
3
Consumption-based versus production-based models of international equity markets
Kasa, Kenneth
- In:
Journal of international money and finance
16
(
1997
)
5
,
pp. 653-680
Persistent link: https://www.econbiz.de/10001235428
Saved in:
4
A generalized volatility bound for dynamic economies
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10003614141
Saved in:
5
Habit formation : a resolution of the equity premium puzzle?
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1261-1288
Persistent link: https://www.econbiz.de/10001700859
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6
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
Saved in:
7
Identification failure in the intertemporal consumption CAPM
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
-
1995
Persistent link: https://www.econbiz.de/10000930227
Saved in:
8
Evaluating asset-pricing models using the Hansen-Jagannathan bound : a Monte-Carlo investigation
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 149-174
Persistent link: https://www.econbiz.de/10001667482
Saved in:
9
Information in asset prices : theory and application
Walker, Todd B.
-
2006
Persistent link: https://www.econbiz.de/10003973870
Saved in:
10
Forward inflation expectations : evidence from inflation caps and floors
Chipeniuk, Karsten O.
;
Walker, Todd B.
- In:
Journal of macroeconomics
70
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013274669
Saved in:
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