On tests of representative consumer asset pricing models

NR Kocherlakota - Journal of Monetary Economics, 1990 - Elsevier
This paper assesses the validity of common tests of the consumption CAPM. It constructs a
representative consumer economy calibrated to accord with annual asset pricing data. In …
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[引用][C] On tests of representative consumer asset pricing models

N Kocherlakota - Journal of Monetary Economics, 1990 - econpapers.repec.org
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[引用][C] On tests of representative consumer asset pricing models

NR Kocherlakota - Journal of Monetary Economics, 1990 - ideas.repec.org
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