Money and the C-CAPM
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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, January.
- Kraft, Holger & Weiss, Farina, 2017. "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series 181, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Vintilă Georgeta & Păunescu Radu Alin, 2015. "Econometric Tests of the CAPM Model for a Portfolio Composed of Companies Listed on Nasdaq and Dow Jones Components," Scientific Annals of Economics and Business, De Gruyter Open, vol. 62(3), pages 453-480, November.
- Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
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