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Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu (contributor) - 2005
wealth growth and U.S. income growth significantly. …This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error …
Persistent link: https://www.econbiz.de/10002633392
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Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany
Xu, Fang - 2009
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error … is used, cay has no significant effect on German stock returns. Besides, it is also found that cay signals German wealth … growth and U.S. income growth significantly …
Persistent link: https://www.econbiz.de/10013154587
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Mind the wealth gap : a new allocation method to match micro and macro statistics on household wealth
Cantarella, Michele; Neri, Andrea; Ranalli, Maria Giovanna - 2021
Persistent link: https://www.econbiz.de/10012878861
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Capital gains and losses, income measurement and consumption
Bengtsson, Berth-Arne - 1992
Persistent link: https://www.econbiz.de/10000897240
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Household behaviour : consumption, income ans wealth
Johnson, M. Bruce - 1971
Persistent link: https://www.econbiz.de/10000620482
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On the relationships between real consumption, income, and wealth
Palumbo, Michael G.; Rudd, Jeremy B.; Whelan, Karl - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10003279763
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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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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
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On the relationships between real consumption, income, and wealth
Palumbo, Michael G.; Rudd, Jeremy B.; Whelan, Karl - 2002
Persistent link: https://www.econbiz.de/10001706706
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On the relationships between real consumtion, income and wealth
Palumbo, Michael G.; Rudd, Jeremy B.; Whelan, Karl - 2002
Persistent link: https://www.econbiz.de/10001737974