C-CAPM: A Test of Non-Linearity in Conditioning Variable - Chaudhary, Pankaj
26,99 €
inkl. MwSt.
Versandkostenfrei*
Versandfertig in 1-2 Wochen
payback
13 °P sammeln
  • Broschiertes Buch

Asset pricing is one of the most interesting fields of finance. We focus our attention towards assessing consumption based asset pricing model with the help of US stock market data. We present the theoretical framework and empirical analysis in lucid manner. The Lettau and Ludvigson conditioning variable is used in linear form in their study. We introduce the non linear form of cay variable in asset pricing model to assess its impact on the explanatory power of the CCAPM.

Andere Kunden interessierten sich auch für
Produktbeschreibung
Asset pricing is one of the most interesting fields of finance. We focus our attention towards assessing consumption based asset pricing model with the help of US stock market data. We present the theoretical framework and empirical analysis in lucid manner. The Lettau and Ludvigson conditioning variable is used in linear form in their study. We introduce the non linear form of cay variable in asset pricing model to assess its impact on the explanatory power of the CCAPM.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Autorenporträt
Pankaj Kumar Chaudhary trabalha como Professor Assistente no Departamento de Farmacologia na Faculdade de Medicina do Governo, Azamgarh.