Open AccessAsset Pricing Tests with Long Run Risks in Consumption Growth
Author(s) -
Anisha Ghosh,
George M. Constantinides
Publication year - 2008
Language(s) - English
Resource type - Reports
DOI - 10.3386/w14543
Subject(s) - consumption (sociology) , short run , economics , asset (computer security) , capital asset pricing model , econometrics , monetary economics , computer science , computer security , social science , sociology