Euler Equation Tests is a statistical methodology used in asset pricing to evaluate the validity of intertemporal equilibrium models by examining whether the sample covariance between the stochastic discount factor and asset returns aligns with the theoretical restrictions implied by the Euler equation.
25
Publications
3.3K
Citations
42
Authors
30
Institutions
Publications per year
2017–2026
1
Parents
Publications
25
1–5 of 25
Authors
42
- MK
3
h-index
- CYCharles Yuji Horioka
National Bureau of Economic Research, United States
3 publications · 43 citations
3
h-index
- ÁA
2
h-index
- SGStephen G. Cecchetti
National Bureau of Economic Research, United States
2 publications · 84 citations
2
h-index
- JC
2
h-index
1–5 of 42
Institutions
30
Banque de France
Paris, France
2 h-index
3 publications
201 citations
Universidade do Porto
Porto, Portugal
2 h-index
4 publications
90 citations
Osaka University of Economics
Osaka, Japan
2 h-index
3 publications
46 citations
National Bureau of Economic Research
Cambridge, United States
2 h-index
2 publications
32 citations
Osaka International University
Moriguchi, Japan
2 h-index
3 publications
36 citations
University of Oxford
Oxford, United Kingdom
1 h-index
4 publications
372 citations
Goethe University Frankfurt
Frankfurt am Main, Germany
1 h-index
1 publications
104 citations
Leibniz University Hannover
Hanover, Germany
1 h-index
1 publications
104 citations
1–8 of 30
Venues
- SSRN Electronic Journal
Repository · 5 publications · 216 citations
5
h-index
- The Journal of Finance
4 publications · 2.2K citations
4
h-index
- National Bureau of Economic Research
Repository · 2 publications · 35 citations
2
h-index
- Oxford Bulletin of Economics and Statistics
2 publications · 108 citations
2
h-index
- The Review of Economics and Statistics
2 publications · 371 citations
2
h-index
1–5