Evaluating a nonlinear asset pricing model on international data
Author
Department/s
Publishing year
2006
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
5
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- nonlinear asset pricing
- international markets
- Hansen and Jagannathan distance
- value effect
Status
Published