A study of the Consumption Capital Asset Pricing Model's appilcability across four countries

A study of the Consumption Capital Asset Pricing Model's appilcability across four countries

Historically, the Consumption Capital Asset Pricing Method (C-CAPM) has performed poorly in that estimated parameters are implausible, model restrictions are often rejected and inferences appear to be very sensitive to the choice of economic agents' preferences. In this study, we estimate and t...

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Bibliographic Details
Main Author: Spurway, Kayleigh Fay Nanette
Format: Others
Language:English
Published: Rhodes University 2014
Subjects:
Econometric models
Capital assets pricing model
Investments
Econometric models > Germany
Econometric models > South Africa
Econometric models > Great Britain
Econometric models > United States
Online Access:http://hdl.handle.net/10962/d1013016

Internet

http://hdl.handle.net/10962/d1013016

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