Time variation in the covariance between stock returns and consumption growth

Gregory R. Duffee

Year of publication:	2005
Authors:	Duffee, Greg
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 60.2005, 4, p. 1673-1712
Subject:	Kapitaleinkommen \| Capital income \| Privater Konsum \| Private consumption \| CAPM \| Theorie \| Theory \| USA \| United States \| Korrelation \| Correlation \| 1959-2001

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