The impact of aggregate and disaggregate consumption shocks on the equity risk premium in the United Kingdom
Sunil S. Poshakwale and Pankaj Chandorkar
| Year of publication: |
2019
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|---|---|
| Authors: | Poshakwale, Sunil S. ; Chandorkar, Pankaj |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 20.2019, 2, p. 489-524
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| Subject: | Equity Risk Premium | Consumption Wealth Channel | Consump-tion Shocks | Structural Vector Autoregression | Asset Pricing | Risikoprämie | Risk premium | Schock | Shock | Großbritannien | United Kingdom | VAR-Modell | VAR model | Schätzung | Estimation | Privater Konsum | Private consumption | CAPM |
| 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/10012175613