Explaining the poor performance of consumption-based asset pricing models

Explaining the poor performance of consumption-based asset pricing models

Bibliographic Details
Main Author: Campbell, John Y.
Other Authors: Cochrane, John H.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no. 7237
Subjects:
Assets (Accounting) > Prices > Forecasting > Econometric models.
Capital assets pricing model.
Consumption (Economics) > Econometric models.