NON-STATIONARITY AND STAGE-OF-THE-BUSINESS-CYCLE EFFECTS IN CONSUMPTION-BASED ASSET PRICING RELATIONS

• 成果类型: Article
• 署名作者: FERSON, WE; MERRICK, JJ
• 署名单位: New York University
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(87)90064-X
• 发表日期: 1987
• 页码: 127-146