Evaluating a nonlinear asset pricing model on international data

Hossein Asgharian, Sonnie Carlsson

Research output: Working paper/PreprintWorking paper

Original languageEnglish
PublisherDepartment of Economics, Lund University
Publication statusPublished - 2006

Publication series

NameWorking Papers, Department of Economics, Lund University
No.5

Subject classification (UKÄ)

  • Economics

Keywords

  • nonlinear asset pricing
  • international markets
  • Hansen and Jagannathan distance
  • value effect

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