Asset pricing without garbage
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- Kroencke, Tim Alexander, 2014. "Asset Pricing without Garbage," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100476, Verein für Socialpolitik / German Economic Association.
References listed on IDEAS
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More about this item
KeywordsConsumption-based Asset Pricing; Garbage; Filtering;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-11 (All new papers)
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