Results 211 to 220 of about 149,518 (272)

Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations. [PDF]

PLoS One
Kim HS, Kim DH, Choi SY.
europepmc   +1 more source

Assessing the Value of Further Investment in R&D Using Mixed Methods: A Case Study of Biosensor-Integrated Arteriovenous Grafts. [PDF]

J Mark Access Health Policy
Owusu Achiaw S, Hawkins N, Wu O, Mercer J.   +3 more
europepmc   +1 more source

Measuring Urban Transport Sustainability with Indicators: Trends, Gaps, and a Vision Forward

Nalbant A, Silgu MA, Şardağ A, Yıldız B.   +3 more
europepmc   +1 more source

The epistemological value of the consumption based capital asset pricing model

openaire   +1 more source

The Consumption Based Capital Asset Pricing Model, Regime Shifts, And The Japanese Economy [PDF]

Studies in Economics and Finance, 2002
Like many industrial nations over the last four decades, the Japanese economy has undergone a number of regime shifts, making parameter estimations difficult. One of the most significant shifts occurred in inflation in the mid 1970s as OPEC suddenly raised oil prices.
Herbert J. Smoluk, E. Tylor Claggett
semanticscholar   +3 more sources

The consumption-based capital asset pricing model: International evidence

Journal of Multinational Financial Management, 1998
Abstract This paper modifies the consumption-based capital asset pricing model (CCAPM) to allow for the possibility that households have finite horizons. Introducing finite horizons into CCAPM does not enhance its ability to account for real-world data. Risk is priced identically whether horizons are finite or infinite.
Paul Evans, Iftekhar Hasan
semanticscholar   +4 more sources

An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model

The Journal of Finance, 1985
ABSTRACTIn this paper we extend the multigood futures pricing model of Grauer and Litzenberger [9] to a dynamic discrete time setting. We then test the model using data on futures prices for corn, wheat, and soybeans. The parameter estimates we obtain are similar to those obtained by other researchers using stock return data.
Ravi Jagannathan
semanticscholar   +5 more sources