Sunspots and predictable asset returns
Date
2004Dewey
Economie financièreSujet
Cointegration; Return predictability; SunspotsJEL code
D84; E44; G12Journal issue
Journal of Economic TheoryVolume
115Number
1Publication date
03-2004Article pages
182-190Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Challe, Edouard