Nonlinearity and Endogeneity in Macro-Asset Pricing

DOI10.2202/1558-3708.1030zbMath1078.91530OpenAlexW3123304068MaRDI QIDQ3368208

Craig Hiemstra, Charles Kramer

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1030

zbMATH Keywords

financial marketsGranger causalityarbitrage pricing theory

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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