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Risk and return : Consumption beta versus market beta
Mankiw, N. Gregory; Shapiro, Matthew D. - In: The review of economics and statistics 68 (1986) 3, pp. 452-459
Persistent link: https://www.econbiz.de/10003624721
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Measuring local individual housing returns from a large transaction database
Grégoir, Stéphane; Hutin, Mathieu; Maury, Tristan-Pierre - In: Annals of economics and statistics 107/108 (2012), pp. 93-131
Persistent link: https://www.econbiz.de/10009633375
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Declining home bias and the increase in international risk sharing : lessons from European integration
Artis, Michael J.; Hoffmann, Mathias - 2007
Persistent link: https://www.econbiz.de/10003640766
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Turning pension plans into pension planes : what investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers
Blake, David (contributor); Cairns, Andrew (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003740874
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
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Do capital gains affect consumption? : estimates of wealth effects from Italian houshold's behavior
Guiso, Luigi; Paiella, Monica; Visco, Ignazio - In: Long-run growth and short-run stabilization : essays in …, (pp. 46-82). 2006
Persistent link: https://www.econbiz.de/10003373921
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Do consumption-based asset pricing models explain return predictability?
Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027
Persistent link: https://www.econbiz.de/10003377861
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The wealth-consumption ratio
Lustig, Hanno; Nieuwerburgh, Stijn van; Verdelhan, Adrien - 2008
"To measure the wealth-consumption ratio, we estimate an exponentially affine model of the stochastic discount factor on bond yields and stock returns. We use that discount factor to compute the no-arbitrage price of a claim to aggregate US consumption. Our estimates indicate that total wealth...
Persistent link: https://www.econbiz.de/10003689909
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Consumption and portfolio choice with option-implied state prices
Aït-Sahalia, Yacine; Brandt, Michael W. - 2008
Persistent link: https://www.econbiz.de/10003680553
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Aggregate implications of micro asset market segmentation
Edmond, Chris; Weill, Pierre-Olivier - 2009
Persistent link: https://www.econbiz.de/10003874388