Consumption asset pricing with stable shocks - exploring a solution and its implications for mean equity returns Article

Bidarkota, PV, McCulloch, JH. (2003). Consumption asset pricing with stable shocks - exploring a solution and its implications for mean equity returns . JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 27(3), 399-421. 10.1016/S0165-1889(01)00054-9

cited authors

  • Bidarkota, PV; McCulloch, JH

sustainable development goals

authors

publication date

  • January 1, 2003

published in

keywords

  • Business & Economics
  • Economics
  • Lucas model
  • MODELS
  • PREMIUM
  • PRICES
  • PUZZLE
  • Social Sciences
  • asset pricing
  • equity returns
  • normal distributions
  • risk-free returns
  • stable distributions

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 399

end page

  • 421

volume

  • 27

issue

  • 3