Retesting the CCAPM Euler equations

Retesting the CCAPM Euler equations

Bibliographic Details
Main Author: Samih, Azar
Format: text
Language:eng
Published: Emerald 2011
Subjects:
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
id 10.1108-17439131111166366
recordtype eprints
spelling 10.1108-174391311111663662011-09-26 Retesting the CCAPM Euler equations Samih, Azar Samih, Azar 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 Emerald 2011-09-26 text text/HTML 10.1108/17439131111166366 https://www.emeraldinsight.com/doi/10.1108/17439131111166366 ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.jtitle=International+Journal+of+Managerial+Finance&rft.volume=7&rft.issue=4&rft.spage=324&rft.epage=346&rft.issn=1743-9132&rft.id=info%3Adoi%2F10.1108%2F17439131111166366 eng Emerald All rights reserved.
repository_type Digital Repository
institution_category Foreign Institution
institution Emerald
building Emerald Repository
collection Online Access
language eng
topic 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
spellingShingle 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
Samih, Azar
Retesting the CCAPM Euler equations
description
author2 Samih, Azar
author_facet Samih, Azar
Samih, Azar
format text
author Samih, Azar
author_sort Samih, Azar
title Retesting the CCAPM Euler equations
title_short Retesting the CCAPM Euler equations
title_full Retesting the CCAPM Euler equations
title_fullStr Retesting the CCAPM Euler equations
title_full_unstemmed Retesting the CCAPM Euler equations
title_sort retesting the ccapm euler equations
publisher Emerald
publishDate 2011
first_indexed 2018-10-11T18:39:22Z
last_indexed 2018-10-11T18:39:22Z
_version_ 1614055381759164416

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