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Asset pricing tests with long run risks in consumption growth

Kōnstantinidēs, Giōrgos (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003755181

Asset pricing tests with long run risks in consumption growth

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2008

Persistent link: https://www.econbiz.de/10003791474

Asset pricing tests with long run risks in consumption growth

Kōnstantinidēs, Giōrgos (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003811245

Asset pricing with countercyclical household consumption risk

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014

Persistent link: https://www.econbiz.de/10010360490

Asset pricing tests with long-run risks in consumption growth

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: Review of asset pricing studies 1 (2011) 1, pp. 96-136

Persistent link: https://www.econbiz.de/10009388956

What information drives asset prices?

Ghosh, Anisha; Kōnstantinidēs, Giōrgos - In: Review of asset pricing studies : RAPS 11 (2021) 4, pp. 837-885

Persistent link: https://www.econbiz.de/10012694395

What information drives asset prices?

Ghosh, Anisha; Kōnstantinidēs, Giōrgos - 2017

Persistent link: https://www.econbiz.de/10011731577

Asset pricing with countercyclical household consumption risk

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460

Persistent link: https://www.econbiz.de/10011738413

Prices, consumption, and dividends over the business cycle : a tale of two regimes

Ghosh, Anisha; Kōnstantinidēs, Giōrgos - 2014

Persistent link: https://www.econbiz.de/10010441826

Asset Pricing Tests with Long Run Risks in Consumption Growth

Ghosh, Anisha; Constantinides, George - Financial Markets Group - 2008

The Bansal and Yaron (2004) model of long run risks (LLR) in aggregate consumption and dividend growth and its extension that captures potential co-integration of the consumption and dividend levels, are tested on a cross-section of asset classes and rejected using annual data over the period...

Persistent link: https://www.econbiz.de/10005102405