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Applied Economics Letters Volume 12, 2005 - Issue 5
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Original Articles

Don’t break the habit: structural stability tests of consumption asset pricing models in the UK

Stuart Hyde * Manchester Business School, University of Manchester, UK
&
Mohamed Sherif School of Management and Languages, Heriot-Watt University, UK
Pages 289-296 | Published online: 16 Aug 2006

Citations (7)

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Read on this site (4)

Joachim Grammig, Andreas Schrimpf & Michael Schuppli. (2009) Long-horizon consumption risk and the cross-section of returns: new tests and international evidence. The European Journal of Finance 15:5-6, pages 511-532.
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Samih Antoine Azar. (2007) A duration-based equity premium. Applied Financial Economics Letters 3:6, pages 409-414.
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Lucie Samson & Maxim Armstrong. (2007) Preferences and observed risk premia: an empirical analysis. Applied Economics Letters 14:6, pages 435-439.
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Maurice J. Roche. (2006) The equity premium puzzle and decreasing relative risk aversion. Applied Financial Economics Letters 2:3, pages 179-182.
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Articles from other publishers (3)

Jamie Hall, Michael K. Pitt & Robert Kohn. (2014) Bayesian inference for nonlinear structural time series models. Journal of Econometrics 179:2, pages 99-111.
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Samih Azar. (2011) Retesting the CCAPM Euler equations. International Journal of Managerial Finance 7:4, pages 324-346.
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Joachim Grammig, Andreas Schrimpf & Michael Schuppli. (2008) Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence. SSRN Electronic Journal.
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