Consumer Sentiment Index and Asset Pricing
碩士 === 亞洲大學 === 財務金融學系碩士班 === 97 === This paper derives an inter-temporal asset pricing model in a real-term, continuous-time model. When the Consumer Sentiment-indexed securities are available, a two-factor asset pricing model is derived in terms of consumption growth, and Consumer Sentiment change...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96315937434374001563 |