Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
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- Neely, C.J. & Roy, A. & Whiteman, C.H., 1998. "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers 98-08, University of Iowa, Department of Economics.
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More about this item
KeywordsCapital assets pricing model ; Consumption (Economics);
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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