Evaluating a nonlinear asset pricing model on international data
Författare
Avdelning/ar
Publiceringsår
2006
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers, Department of Economics, Lund University
Issue
5
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- nonlinear asset pricing
- international markets
- Hansen and Jagannathan distance
- value effect
Status
Published