SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Generalized spectral estimation of the consumption-based asset pricing model
16 references·0 citing·43 second hop
Generalized spectral estimation of the consumption-based asset pricing model (2001)Generalized spectral estimation of the co…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Money, Prices, Interest Rates and the Business Cycle (1996)Money, Prices, Interest Rates…Measures of Fit for Calibrated Models (1993)Measures of Fit for Calibrate…Asset Pricing Explorations for Macroeconomics (1992)Asset Pricing Explorations fo…Measures of Fit for Calibrated Models (1991)Measures of Fit for Calibrate…Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (1991)Habit Persistence and Durabil…Habit persistence and durability in aggregate consumption (1991)Habit persistence and durabil…Empirical Tests of the Consumption‐Oriented CAPM (1989)Empirical Tests of the Consum…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…The equity premium: A puzzle (1985)The equity premium: A puzzleStochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Nearly Efficient Estimation o…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Band Spectrum Regression (1974)Band Spectrum RegressionTime to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Resuscitating Real Business Cycles (2000)Sticky-price models of the business cycle: Specification and stability (2001)Monetary Theory and Policy, 2nd Edition (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The real term structure and consumption growth (1988)Empirical pricing kernels (2002)A Consumption‐Based Explanation of Expected Stock Returns (2006)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Econometric policy evaluation: A critique (1976)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Do Measures of Investor Sentiment Predict Returns? (1998)Habit Formation in Consumer Preferences: Evidence from Panel Data (2000)Financial Markets and the Real Economy (2005)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1989Empirical Tests of the Consumption‐Oriented CAPM705 cited
  • 1996Money, Prices, Interest Rates and the Business Cycle412 cited
  • 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests379 cited
  • 1974Band Spectrum Regression351 cited
  • 1991Habit persistence and durability in aggregate consumption345 cited
  • 1992Asset Pricing Explorations for Macroeconomics262 cited
  • 1991Measures of Fit for Calibrated Models257 cited
  • 1993Measures of Fit for Calibrated Models228 cited
  • 1983Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

208 cited

Cited by

No citing works inside the corpus for this window.