Non-stationarity and stage-of-the-business-cycle effects in...

Journal of Financial Economics 1987 Vol. 18; Iss. 1

Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations

Wayne E. Ferson, John J. Merrick Jr.
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Volume:
18
Year:
1987
Language:
english
Pages:
147
DOI:
10.1016/0304-405x(87)90064-x
File:
PDF, 1.30 MB
english, 1987
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