Time varying consumption covariance and dynamics of the equity premium : evidence from the G7 countries
Year of publication: |
2009
|
---|---|
Authors: | Sarkar, Asani ; Zhang, Lingjia |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 4, p. 613-631
|
Subject: | Risikoprämie | Risk premium | Privater Konsum | Private consumption | G7-Staaten | G7 countries |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Sarkar, Asani, (2004)
-
Systematic consumption risk in currency returns
Hoffmann, Mathias, (2013)
-
Global liquidity, risk premiums and growth opportunities
De Nicolò, Gianni, (2009)
- More ...
-
Sarkar, Asani, (2004)
-
Sarkar, Asani, (2004)
-
Zhang, Lingjia, (2011)
- More ...