An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence

Wessel Marquering and Marno Verbeek

No 501285, Working Papers of Department of Economics, Leuven from KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven

Date: 1998
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Published in CES - Discussion paper series (DPS) 98.24

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Related works:
Journal Article: An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence (1999)
Working Paper: An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (1998)
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