Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Ricardo Quineche
| Year of publication: |
2022
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| Authors: | Quineche, Ricardo |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 5, p. 693-703
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| Subject: | asset return forecasting | cay | quantile cointegration | quantile regression | stationarity | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Theorie | Theory | Vermögen | Wealth | Privater Konsum | Private consumption | Regressionsanalyse | Regression analysis | Erwartungsbildung | Expectation formation | Zeitreihenanalyse | Time series analysis | Einkommen | Income | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013554939