Idiosyncratic risk and the equity premium : evidence from consumer expenditure survey
Year of publication: |
2002
|
---|---|
Authors: | Cogley, Timothy |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 49.2002, 2, p. 309-334
|
Subject: | Risikoprämie | Risk premium | CAPM | Privater Konsum | Private consumption | Schätzung | Estimation | Theorie | Theory | USA | United States | 1980-1994 |
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