Cointegration and consumption risks in asset returns
Ravi Bansal; Robert Dittmar; Dana Kiku
| Year of publication: |
2009
|
|---|---|
| Authors: | Bansal, Ravi ; Dittmar, Robert F. ; Kiku, Dana |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 3, p. 1343-1375
|
| Subject: | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption | Risiko | Risk | VAR-Modell | VAR model | USA | United States | 1929-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827757