Online Appendix for : Uncovering Asset Market Participation from Household Consumption and Income

We test whether the six Euler conditions in Section 4.3 of the main paper are satisfied for 10 long-run reversal portfolios, 25 size/investment portfolios, 25 size/operating profitability portfolios and 10 industry portfolios. The tests for Euler conditions are consistent with the model and confirm that our model properly isolates three categories of households: stockholders, bondholders and nonparticipants

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Year of publication:	[2022]
Authors:	Czellar, Veronika ; Garcia, René ; Le Grand, Francois
Publisher:	[S.l.] : SSRN
Subject:	Privater Konsum \| Private consumption \| Privater Haushalt \| Household \| Finanzmarkt \| Financial market \| Haushaltseinkommen \| Household income

Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2, 2021 erstellt
Other identifiers:	10.2139/ssrn.3976525 [DOI]
Classification:	C53 - Forecasting and Other Model Applications ; c58 ; E21 - Consumption; Saving ; E47 - Forecasting and Simulation ; G17 - Financial Forecasting ; g51
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013305871