Table of Contents
VOLUME 2B Financial Markets and Asset Pricing
Chapter 12. Advances in Consumption-Based Asset Pricing: Empirical Tests
2 Consumption-Based Models: Notation and Background
3 GMM and Consumption-Based Models
4 Euler Equation Errors and Consumption-Based Models
5 Scaled Consumption-Based Models
6 Asset Pricing with Recursive Preferences
7 Stochastic Consumption Volatility
9 Asset Pricing with Heterogeneous Consumers and Limited Stock Market Participation
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