NON-STATIONARITY AND STAGE-OF-THE-BUSINESS-CYCLE EFFECTS IN CONSUMPTION-BASED ASSET PRICING RELATIONS

被引:24
|
作者
FERSON, WE [1 ]
MERRICK, JJ [1 ]
机构
[1] NYU,NEW YORK,NY 10003
关键词
D O I
10.1016/0304-405X(87)90064-X
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:127 / 146
页数:20
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