Estimation of the consumption CAPM with imperfect sample separation information
Semenov, Andrei
Estimation of the consumption CAPM with imperfect sample separation information 2008 - 2008 - 333-348 V. 13 Issue. 4
Finance
Binary response model;Equity premium puzzle;Euler equation;Probability of asset holding;Risk free rate puzzle;
Estimation of the consumption CAPM with imperfect sample separation information 2008 - 2008 - 333-348 V. 13 Issue. 4
Finance
Binary response model;Equity premium puzzle;Euler equation;Probability of asset holding;Risk free rate puzzle;