A No-Arbitrage Approach to Asset Pricing using Panel Data Asymptotics

Articles
Thematic areas

A No-Arbitrage Approach to Asset Pricing using Panel Data Asymptotics

Author
Fabio Araujo (BCB)
Co-authors
João Victor Issler (FGV EPGE)
Abstract
Keywords
Stochastic Discount Factor, No-Arbitrage, Panel-Data Econometrics, Common Features
Subject Area
Finance

Back Download

Reference

(BCB), Fabio Araujo; EPGE), João Victor Issler (FGV. A No-Arbitrage Approach to Asset Pricing using Panel Data Asymptotics. In: 44º Encontro da Sociedade Brasileira de Econometria - Gran Mareiro Hotel | Fortaleza - CE, 2023. Available in: <https://doity.com.br/anais/44ebe/trabalho/274783>. Available in: 18/05/2024 at 01:35

Applied Microeconomics
Econometrics
Finance
Economic Theory
Macroeconomics