Keywords: Durable model
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Critical Finance Review (2017) 6 (2): 381–393.
Published: 05 September 2017
... that being much larger than those in the original paper indicate rejection of the durable consumption asset pricing model. By careful inspection of Yogo's replication files, we were able to track down the inconsistency to a coding bug. The rejection of the durable model is exemplified by its inability...
Includes: Supplementary data

or Create an Account

Close subscription notice
Close access options