Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?

Marco Bonomo () and r. Garcia

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: ECONOMIC EQUILIBRIUM; ECONOMIC MODELS; PRICING (search for similar items in EconPapers)
Date: Written 1991

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Can a well-fitted equilibrium asset pricing model produce mean reversion? (1992)
Working Paper: Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (1991)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9127

Access Statistics for this paper

More papers in Cahiers de recherche from Universite de Montreal, Departement de sciences economiques
Contact information at EDIRC.
Series data maintained by Sharon BREWER ().