Table of Contents
VOLUME 2B Financial Markets and Asset Pricing
Chapter 12. Advances in Consumption-Based Asset Pricing: Empirical Tests
2 Consumption-Based Models: Notation and Background
3 GMM and Consumption-Based Models
4 Euler Equation Errors and Consumption-Based Models
5 Scaled Consumption-Based Models
6 Asset Pricing with Recursive Preferences
7 Stochastic Consumption Volatility
9 Asset Pricing with Heterogeneous Consumers and Limited Stock Market Participation
Get Handbook of the Economics of Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.