An Experimental Test of the Lucas Asset Pricing Model
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Publication:5113190
DOI10.1093/restud/rdy035zbMath1434.91063OpenAlexW3125433120MaRDI QIDQ5113190
Sean Crockett, John Duffy, Yehuda Izhakian
Publication date: 3 June 2020
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1093/restud/rdy035
asset pricinggeneral equilibriumexperimental economicsintertemporal choiceconsumption smoothingLucas tree modelmacrofinance
Interest rates, asset pricing, etc. (stochastic models) (91G30) Experimental work for problems pertaining to game theory, economics, and finance (91-05)
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