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Financial asset returns and the macroeconomy: An elaboration of the consumption CAPM

Nico Valckx () and Joseph Plasmans ()

SESO Working Papers from University of Antwerp, Faculty of Business and Economics

Keywords: Stocks; Bonds; Asset pricing; Micro-foundations; GMM; Intertemporal preferences (search for similar items in EconPapers)
JEL-codes: C22 E44 (search for similar items in EconPapers)
Pages: 28 pages
Date: 1998-12
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Persistent link: https://EconPapers.repec.org/RePEc:ant:sesowp:1998035

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