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Showing
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1
Consumption
risk
, stock returns, and economic cycles
Atanasov, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014305007
Saved in:
2
Return seasonalities in government bonds and macroeconomic
risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
Saved in:
3
A class of tractable incomplete-market models for studying asset returns and
risk
exposure
Le Grand, François
;
Ragot, Xavier
- In:
European economic review : EER
103
(
2018
),
pp. 39-59
Persistent link: https://www.econbiz.de/10011975670
Saved in:
4
Business-cycle
consumption
risk
and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
5
Time-varying pricing of
risk
in sovereign bond futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
6
Systematic
consumption
risk
in currency returns
Hoffmann, Mathias
;
Studer-Suter, Rahel
- In:
Journal of international money and finance
74
(
2017
),
pp. 187-208
Persistent link: https://www.econbiz.de/10011787938
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
8
Ultimate
consumption
risk
and investment-based stock returns
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
Saved in:
9
Firm characteristics,
consumption
risk
, and firm-level
risk
exposures
Dittmar, Robert F.
;
Lundblad, Christian
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 326-343
Persistent link: https://www.econbiz.de/10011751743
Saved in:
10
Consumption
risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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