Consumption and equilibrium asset pricing: An empirical assessment

Journal of Empirical Finance

Volumn 3, Issue 3, 1996, Pages 239-265

  Bonomo, Marco ^a   Garcia, René ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Equilibrium asset pricing; Equity premium puzzle; Forecastability of returns; Markov switching model; Serial correlation in returns

Indexed keywords

EID: 0030243487     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(96)00002-3     Document Type: Article

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