Publication
Long-run consumption risk with durable goods : UK evidence for equity and bond markets
| dc.contributor.author | Smith, Peter N. | |
| dc.date.accessioned | 2016-01-07T18:51:00Z | |
| dc.date.available | 2016-01-07T18:51:00Z | |
| dc.date.issued | 2011-07 | |
| dc.description.abstract | "It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução] | pt_PT |
| dc.identifier.citation | SMITH, Peter N. - Long-run consumption risk with durable goods : UK evidence for equity and bond markets. In: XII IBERIAN-ITALIAN CONGRESS OF FINANCIAL AND ACTUARIAL MATHEMATICS, Lisbon, 7th to 9th July 2011. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.21/5518 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Consumo | pt_PT |
| dc.subject | Mercados financeiros | pt_PT |
| dc.title | Long-run consumption risk with durable goods : UK evidence for equity and bond markets | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |