Skip to search formSkip to main contentSkip to account menu

Consumption-based capital asset pricing model

Known as: CCAPM, Consumption beta 
The consumption-based capital asset pricing model (CCAPM) is used in finance and economics as an expansion of the capital asset pricing model (CAPM… 
Wikipedia (opens in a new tab)

Related topics

Related topics

1 relation
Capital asset pricing model

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Consumption-Based Asset Pricing with Recursive Utility
In this paper it has been attempted to investigate the capability of the consumption-based capital asset pricing model (CCAPM… 
2016
2016
Infinite Horizon CCAPM with Stochastic Taxation and Monetary Policy
This paper derives the infinite horizon CCAPM with heterogeneous agents, stochastic dividend taxation and monetary policy. I find… 
2015
2015
Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran
One of the most important issues in financial economics is the capital asset pricing since in this context various models have… 
2014
2014
The Conditional Equity Premium, Cross-Sectional Returns and Stochastic Volatility
2012
2012
Expected Return Dan Risiko Pengujian Consumption-Based Capital Asset Pricing Model (CCaPm) Pasar Saham Indonesia
The aim of the study is to assess the positive relation between expected return of asset or portofolio with its consumption beta… 
2004
2004
Estimating the Consumption-Based Capital Asset Pricing Model - without Consumption Data
This paper evaluates the ability of the multifactor model of Campbell (1993, 1996) to explain time-series and cross-sectional… 
2000
2000
Confusing liquidation with income in BC's forests: economic analysis and the BC forest industry
2000
2000
Estimação de um modelo intertemporal de preços de ativos e consumo (CCAPM) para o Brasil
1 INTRODUÇÃO ............................................................................................. 1 2 ESTIMAÇÃO DO… 
1998
1998
Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
We propose a consumption-based capital asset pricing model in which the representative agent's preferences display state… 
1996
1996
Testing the CCAPM on Spanish Data: A New Approach
This paper tests a traditional model of asset pricing, the CCAPM (Consumption Capital Asset Pricing Model), using data from the… 
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)