Can a well-fitted equilibrium asset pricing model produce mean reversion?

Marco Bonomo () and René Garcia ()

No 270, Textos para discussão from Department of Economics PUC-Rio (Brazil)

Date: Written
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Related works:
Working Paper: Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (1991)
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:rio:texdis:270

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