Consumption-Based Asset Pricing Models (Empirical Performance)
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1057/978-1-349-95189-5_2198
Reference46 articles.
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3. Bansal, R., and A. Yaron. 2004. Risks for the long run: A potential resolution of asset prizing puzzles. Journal of Finance 59: 1481–1509.
4. Barro, R. 2006. Rare disasters and asset markets in the twentieth century. Quarterly Journal. of Economics 121: 823–866.
5. Boldrin, M., L. Christiano, and J. Fisher. 2001. Habit persistence, asset returns, and the business cycle. American Economic Review 91: 149–166.
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