Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran

Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran

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The purpose of this study is to investigate the relationship of some macroeconomic variables and asset returns in the framework of a theoretical and empirical Consumption based Capital Assets Pricing Model (CCAPM); for this purpose, this relationship is investigated through the development of a CCAP...

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Bibliographic Details
Main Authors: Jaber Bahrami, Mosayeb Pahlavani, Reza Roshan, Saeed Rasekhi
Format: Article
Language:English
Published: EconJournals 2017-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
recursive utility
risk aversion
elasticity of substitution
consumption based capital asset pricing model
generalized method of moments
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32021/354250?publisher=http-www-cag-edu-tr-ilhan-ozturk

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