Asset return dynamics under habits and bad environment-good environment fundamentals
Geert Bekaert, Eric Engstrom
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Bekaert, Geert ; Engstrom, Eric |
| Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 125.2017, 3, p. 713-760
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| Subject: | Privater Konsum | Private consumption | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikopräferenz | Risk attitude | CAPM | Theorie | Theory | USA | United States | 1958-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011753819