A Dynamic CAPM with Supply Effect: Theory and Empirical Results (Q5139538)
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scientific article; zbMATH DE number 7283312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Dynamic CAPM with Supply Effect: Theory and Empirical Results |
scientific article; zbMATH DE number 7283312 |
Statements
A Dynamic CAPM with Supply Effect: Theory and Empirical Results (English)
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9 December 2020
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CAPM
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asset
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endogenous supply
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simultaneous equations
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reduced-form
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seemingly unrelated regression (SUR)
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exactly identified
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cost of capital
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quadratic cost
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partial adjustment
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0.8528322
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0.8521207
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0.83586836
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0.8241259
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0.8183621
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0.8166925
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0.8152565
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