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Routes to the top
König, Johannes; Schluter, Christian; Schröder, Carsten - 2023
rich to answer this question. We identify the key predictors for belonging to the top 1 percent of income, wealth, and both … a sizable inheritance of company assets is the most important covariate combination across all rich groups. Our data …
Persistent link: https://www.econbiz.de/10014468907
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Consensus estimates in economic forecasting : a perspective
Roy, Sunando - In: Occasional papers / Reserve Bank of India 20 (1999) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10001474367
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Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu; Xie, Tian - In: Quantitative finance 18 (2018) 12, pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
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tay's as good as cay
Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
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tay's as good as cay: reply
Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem (contributor);  … - 2008
This paper characterizes the asymptotic behaviour, as the number of assets gets arbitrarily large, of the portfolio weights for the class of tangency portfolios belonging to the Markowitz paradigm. It is assumed that the joint distribution of asset returns is characterized by a general factor...
Persistent link: https://www.econbiz.de/10003720566
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Consumption, wealth and expected stock returns in Australia : some further results
Fisher, Lance A. - In: Applied financial economics letters 4 (2008) 1/3, pp. 13-18
Persistent link: https://www.econbiz.de/10003725305
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Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu (contributor) - 2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error … wealth growth and U.S. income growth significantly. …
Persistent link: https://www.econbiz.de/10002633392
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Consumption, aggregate wealth, and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849
Persistent link: https://www.econbiz.de/10001593003