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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014
Persistent link: https://www.econbiz.de/10010360490
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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
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Asset Pricing with Countercyclical Household Consumption Risk
Constantinides, George M. - 2014
unconditional cross-sectional moments of household consumption growth and the moments of the risk-free rate, equity premium, price-dividend … ratio, and aggregate dividend and consumption growth. The model-implied risk-free rate and price-dividend ratio are …
Persistent link: https://www.econbiz.de/10013054039
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Asset Pricing with Countercyclical Household Consumption Risk
Constantinides, George M. - 2015
premium, price-dividend ratio, and aggregate dividend and consumption growth. The model-implied risk free rate and price-dividend …
Persistent link: https://www.econbiz.de/10013034190
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Asset Pricing with Countercyclical Household Consumption Risk
Constantinides, George M. - 2014
unconditional cross-sectional moments of household consumption growth and the moments of the risk-free rate, equity premium, price-dividend … ratio, and aggregate dividend and consumption growth. The model-implied risk-free rate and price-dividend ratio are …
Persistent link: https://www.econbiz.de/10012458555
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Economic conditions and dividend announcements : a new approach to signalling hypothesis
Manakyan, Herman - In: Advances in financial planning and forecasting 6 (1995), pp. 205-216
Persistent link: https://www.econbiz.de/10001201322
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Business conditions and expected returns on stocks and bonds
Fama, Eugene F. - In: Journal of financial economics 25 (1989) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10001086146
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Business activity and the Boston stock market, 1835 - 1869
Atack, Jeremy; Rousseau, Peter L. - 1997
Persistent link: https://www.econbiz.de/10000972437
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Aggregate dividends, earnings, stock prices and the macroeconomy : an empricial investigation
Kling, John L. - In: Journal of the Midwest Finance Association 21 (1992), pp. 120-133
Persistent link: https://www.econbiz.de/10001141348
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Analytical Cyclical Price-Dividend Ratios
Mignanego, Fausto - 2017
price-dividend ratio within a parsimonious affine model to study exactly how much non-linearity is generated by the … by fuelling the non-linearity of the log price-dividend ratio …How non-linear are log price-dividend ratios in the fundamental state variables? We work out a novel formula for the …
Persistent link: https://www.econbiz.de/10012951443