CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK*
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9957.2005.00450.x/fullpdf
Reference30 articles.
1. O. Allais, L. Cadiou, and S. Des (2000 ). 'Consumption Habit and Equity Premium in the G7 Countries',CEPII Working Paper 00-19, Paris, France.
2. Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption
3. An intertemporal asset pricing model with stochastic consumption and investment opportunities
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