GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 15 (1996)
Issue (Month): 4 (August)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993.
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- Mark Rubinstein, 1976. "The Valuation of Uncertain Income Streams and the Pricing of Options," Bell Journal of Economics, The RAND Corporation, vol. 7(2), pages 407-425, Autumn.
- Ghysels, Eric & Hall, Alastair, 1990. "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 121-139.
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