Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns
Louis R. Piccotti
| Year of publication: |
2022
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|---|---|
| Authors: | Piccotti, Louis R. |
| Published in: |
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association. - Lubbock, Tex. : College of Business Administration, Texas Tech University, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 45.2022, 3, p. 513-549
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| Subject: | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Wirtschaftsprognose | Economic forecast | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jfir.12282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013468310