Consumption growth predictability and asset prices
Year of publication: |
2019
|
---|---|
Authors: | Roh, Tai-Yong ; Lee, Changjun ; Min, Byoung-Kyu |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 51.2019, p. 95-118
|
Subject: | Consumption-based asset pricing model | Consumption growth predictability | Recursive preference | Value premium | Long-term return reversal | CAPM | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Schätzung | Estimation | Konsum | Consumption | Konsumtheorie | Consumption theory |
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