Similar Search Results - EconBiz

Asset Prices in a Lifecycle Economy

Farmer, Roger E. A. - 2014

and 2) The premium for holding equity, over a safe government bond, is large. The equity premium has two parts; a risk … savings rates and I use this model to account for a high term premium and a volatile stochastic discount factor. The fact the …

Persistent link: https://www.econbiz.de/10013057406

Life-Cycle Portfolio Choice with Stock Market Loss Framing : Explaining the Empirical Evidence

Ebner, Arwed; Horneff, Vanya; Maurer, Raimond - 2022

We develop a life-cycle model with optimal consumption, portfolio choice, and flexible work hours for households with loss-framing preferences giving them disutility if they experience losses from stock investments. Structural estimation using U.S. data shows that the model tracks the empirical...

Persistent link: https://www.econbiz.de/10013306171

Stock market wealth and consumer spending

Starr-McCluer, Martha - 1998

Persistent link: https://www.econbiz.de/10000988889

Seasonality and consumption-based asset pricing

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552

Persistent link: https://www.econbiz.de/10001128130

Boom am Aktienmarkt : Auswirkungen auf Vermögen und privaten Konsum

Yazgan, Nesche - In: Aktuelle Themen : Deutschland, Europa, international (1998), pp. 5-7

Persistent link: https://www.econbiz.de/10001244908

Will the shift to stocks and bonds by households be destabilizing?

Morgan, Donald P. - In: Economic review 79 (1994) 2, pp. 31-44

Persistent link: https://www.econbiz.de/10001166831

Stock market data, vacancies and sectoral dispersion

Zagorsky, Jay L. - In: Journal of macroeconomics 16 (1994) 3, pp. 509-521

Persistent link: https://www.econbiz.de/10001166953

Stock ownership patterns, stock market fluctuations, and consumption

Poterba, James M. - In: Brookings papers on economic activity : BPEA (1995), pp. 295-372

Persistent link: https://www.econbiz.de/10001195215

Monetary policy and asset valuation : evidence from a Markov-switching cay

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016

Persistent link: https://www.econbiz.de/10011540476

Time-barying effects of housing and stock prices on US consumption

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10009779965

A service of the