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Testing the Consumption CAPM with Heavy-Tailed Pricing Errors

Narayana Kocherlakota ()

Working Papers from University of Iowa, Department of Economics

Keywords: pricing; economic models; consumption (search for similar items in EconPapers)
Date: 1993
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Journal Article: TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS (1997) Downloads
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