Evaluating the Consumption-Capital Asset Pricing Model using Hansen-Jagannathan Bounds: Evidence from the UK

International Journal of Finance and Economics

Volumn 3, Issue 4, 1998, Pages 291-302

  Engsted, Tom ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Consumption based asset pricing; UK stock prices; Volatility bounds

Indexed keywords

EID: 0005792390     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199810)3:4<291::AID-IJFE87>3.0.CO;2-U     Document Type: Article

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