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

Marco Bonomo () and René 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: 1991

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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)
Journal Article: Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? (1994)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9127

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