Title of article
Consumption asset pricing with stable shocks—exploring a solution and its implications for mean equity returns
Author/Authors
Prasad V. Bidarkota، نويسنده , , J. Huston McCulloch، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
23
From page
399
To page
421
Keywords
asset pricing , Risk-free returns , Stable distributions , Lucas model , Equity returns , Normaldistributions
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238297
Link To Document