Implications of return predictability for consumption dynamics and asset pricing
Carlo A. Favero, Fulvio Ortu, Andrea Tamoni, Haoxi Yang
| Year of publication: |
2020
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|---|---|
| Authors: | Favero, Carlo A. ; Ortu, Fulvio ; Tamoni, Andrea ; Yang, Haoxi |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 3, p. 527-541
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| Subject: | Long run | Predictors-based bounds | Stochastic discount factor | CAPM | Diskontierung | Discounting | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Privater Konsum | Private consumption |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1527702 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262492