Money and the C-CAPM
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 44 (2009)
Issue (Month): 02 (April)
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- Jesús Gonzalo & AbderrahimTaamouti, 2012.
"The reaction of stock market returns to anticipated unemployment,"
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we1237, Universidad Carlos III, Departamento de Economía.
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05-05 Classification- JEL, Department of Economics, West Virginia University.
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- Li Gu & Dayong Huang, 2013. "Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 115-146, 01.
- Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
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