Building proxies that capture time-variation in expected returns using a VAR approach
Year of publication: |
2011
|
---|---|
Authors: | Sousa, Ricardo M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 1/3, p. 147-163
|
Subject: | asset returns | CAPM | Kapitaleinkommen | Capital income | Budgetrestriktion | Budget constraint | VAR-Modell | VAR model | USA | United States | 1954-2004 |
-
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D., (2015)
-
How does the US government finance fiscal shocks?
Berndt, Antje, (2012)
-
US structural drivers of international portfolio returns
Jang, Bosung, (2023)
- More ...
-
Fiscal adjustments and business cycle synchronization
Agnello, Luca, (2013)
-
Fiscal Adjustments and Business Cycle Synchronization
Agnello, Luca, (2013)
-
Windfall gains and labour supply: Evidence from the European household panel
Sila, Urban, (2014)
- More ...