Time-Varying Expected Returns: Evidence from the U.S. and the U.K
Year of publication: |
2010
|
---|---|
Authors: | Sousa, Ricardo M. |
Institutions: | Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho |
Subject: | asset pricing | wealth | empirical proxies | expected returns |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 10/2010 |
Classification: | E21 - Consumption; Saving ; E44 - Financial Markets and the Macroeconomy ; D12 - Consumer Economics: Empirical Analysis |
Source: |
-
Consumption, (Dis)Aggregate Wealth and Asset Returns
Sousa, Ricardo M., (2006)
-
Consumption, (Dis) Aggregate Wealth and Asset Returns
Sousa, Ricardo M., (2005)
-
Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C., (2008)
- More ...
-
Financial Reforms and Income Inequality
Agnello, Luca, (2012)
-
Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
Sousa, João, (2011)
-
Sousa, Ricardo M., (2011)
- More ...