Similar Search Results

Asset pricing with countercyclical household consumption risk

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014

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

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

Dividend growth, stock valuation, and long-run risk

Bergeron, Claude - In: Journal of economics and finance 37 (2013) 4, pp. 547-559

Persistent link: https://www.econbiz.de/10010345810

Dividend sensitivity to economic factors, stock valuation, and long-run risk

Bergeron, Claude - In: Finance research letters 10 (2013) 4, pp. 184-195

Persistent link: https://www.econbiz.de/10010252342

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