Pricing innovations in consumption growth: a re-evaluation of the recursive utility model

Yuchao Xiao, Robert Faff, Philip Gharghori, Byoung-Kyu Min

    Research output: Contribution to journalArticleResearchpeer-review

    2 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)4465 - 4475
    Number of pages11
    JournalJournal of Banking and Finance
    Volume37
    Issue number11
    DOIs
    Publication statusPublished - 2013

    Cite this

    Xiao, Yuchao ; Faff, Robert ; Gharghori, Philip ; Min, Byoung-Kyu. / Pricing innovations in consumption growth: a re-evaluation of the recursive utility model. In: Journal of Banking and Finance. 2013 ; Vol. 37, No. 11. pp. 4465 - 4475.
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    author = "Yuchao Xiao and Robert Faff and Philip Gharghori and Byoung-Kyu Min",
    year = "2013",
    doi = "10.1016/j.jbankfin.2012.08.015",
    language = "English",
    volume = "37",
    pages = "4465 -- 4475",
    journal = "Journal of Banking and Finance",
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    }

    Pricing innovations in consumption growth: a re-evaluation of the recursive utility model. / Xiao, Yuchao; Faff, Robert; Gharghori, Philip; Min, Byoung-Kyu.

    In: Journal of Banking and Finance, Vol. 37, No. 11, 2013, p. 4465 - 4475.

    Research output: Contribution to journalArticleResearchpeer-review

    TY - JOUR

    T1 - Pricing innovations in consumption growth: a re-evaluation of the recursive utility model

    AU - Xiao, Yuchao

    AU - Faff, Robert

    AU - Gharghori, Philip

    AU - Min, Byoung-Kyu

    PY - 2013

    Y1 - 2013

    U2 - 10.1016/j.jbankfin.2012.08.015

    DO - 10.1016/j.jbankfin.2012.08.015

    M3 - Article

    VL - 37

    SP - 4465

    EP - 4475

    JO - Journal of Banking and Finance

    JF - Journal of Banking and Finance

    SN - 0378-4266

    IS - 11

    ER -