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)
Pages: 36 pages
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

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

Related works:
Journal Article: Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? (1994)
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.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://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.
Bibliographic data for series maintained by Sharon BREWER ().