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  • Search: subject:"consumption–wealth ratio"
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Year of publication
Subject
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consumption-wealth ratio 15 Consumption-wealth ratio 11 Capital income 9 Kapitaleinkommen 9 Private consumption 9 Privater Konsum 9 Prognoseverfahren 8 Schätzung 8 Vermögen 8 Estimation 7 Forecasting model 7 Wealth 7 Cointegration 6 Financial openness 6 Theorie 6 growth 6 welfare 6 Consumption-Wealth Ratio 5 Theory 5 productivity 5 size of government 5 volatility 5 CAPM 4 Consumption–wealth ratio 4 Welt 4 Aktienmarkt 3 Erwartungsbildung 3 Expectation formation 3 Portfolio selection 3 Portfolio-Management 3 Stock market 3 Volatility 3 Volatilität 3 World 3 Asset returns 2 Bank crisis 2 Bayes-Statistik 2 Bayesian inference 2 CCAPM 2 Consumption 2
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Online availability
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Free 19 Undetermined 13
Type of publication
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Article 22 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 4 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 26 Undetermined 12
Author
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Erauskin, Iñaki 7 Nitschka, Thomas 5 Xu, Fang 4 Aono, Kohei 2 Iwaisako, Tokuo 2 Leippold, Markus 2 Li, Bin 2 Liu, Benjamin 2 Quijano, Margot 2 Ren, Yu 2 Roca, Eduardo 2 Selaive, Jorge 2 Sousa, Ricardo M. 2 Wohar, Mark E. 2 Yang, Hanlin 2 Yuan, Yufei 2 Zhang, Yang 2 Alonso Conde, Ana Belén 1 Armada, Manuel José da Rocha 1 Balcilar, Mehmet 1 Benigno, Gianluca 1 Castro, Andressa Monteiro de 1 Dubecq, S. 1 Erauskin-Iurrita, Inaki 1 Ferrero Pozo, Ricardo 1 Gao, Paul P.J. 1 Ghattassi, I. 1 Gourinchas, Pierre-Olivier 1 Gupta, Rangan 1 Huang, Kevin X.D. 1 Issler, João Victor 1 Kalemli-Ozcan, Sebnem 1 R, Vicente Tuesta 1 Rey, Hélène 1 Rojo Suárez, Javier 1 Silatchom, François De Paul 1 Taylor, Alex P. 1 Tuesta, Vicente 1 Wang, Jingya 1
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Institution
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Banco Central de Reserva del Perú 1 Banque de France 1 Department of Accounting, Finance and Economics, Griffith Business School 1 EconWPA 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Weltwirtschaft (IfW) 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Research, Hitotsubashi University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Economics Bulletin 2 International review of economics & finance : IREF 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Annals of Economics and Finance 1 Applied financial economics 1 Australian Journal of Management 1 Discussion Paper Series / Institute of Economic Research, Hitotsubashi University 1 Discussion Papers in Finance 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics : the open-access, open-assessment journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics Letters 1 Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Economics: The Open-Access, Open-Assessment E-Journal 1 IEW - Working Papers 1 International Finance 1 International Review of Economics & Finance 1 International journal of economics and finance 1 Japan and the World Economy 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of forecasting 1 MPRA Paper 1 Research in international business and finance 1 Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas 1 Swiss Finance Institute Research Paper 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Papers / Banco Central de Reserva del Perú 1 Working papers / Bank for International Settlements 1 Working papers / Banque de France 1
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Source
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RePEc 20 ECONIS (ZBW) 14 EconStor 4
Showing 11 - 20 of 38
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Consumption-wealth ratio and expected stock returns : evidence from panel data on G7 countries
Castro, Andressa Monteiro de; Issler, João Victor - In: Revista brasileira de economia : RBE ; revista da … 70 (2016) 4, pp. 419-440
Persistent link: https://www.econbiz.de/10011787675
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Consumption-Wealth Ratio and Housing Prices.
Dubecq, S.; Ghattassi, I. - Banque de France - 2009
a proxy for the consumption-wealth ratio that should predict expected returns on financial assets and housing. Using U … housing returns. Indeed, until the beginning of 2000, the proxy of the consumption-wealth ratio predicts expected asset …
Persistent link: https://www.econbiz.de/10008503200
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The net foreign asset position and government size
Erauskin, Iñaki - In: International Review of Economics & Finance 35 (2015) C, pp. 130-148
consumption–wealth ratio in a stochastically growing small open economy. The model suggests that more indebted countries are …. Consumption–wealth ratio would also be higher for more indebted countries. The empirical evidence based on a sample of 49 …
Persistent link: https://www.econbiz.de/10011077073
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The net foreign asset position and government size
Erauskin, Iñaki - In: International review of economics & finance : IREF 35 (2015), pp. 130-148
Persistent link: https://www.econbiz.de/10011333709
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Consumption growth, preference for smoothing, changes in expectations and risk premium
Armada, Manuel José da Rocha; Sousa, Ricardo M.; … - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 80-97
Persistent link: https://www.econbiz.de/10011574359
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Financial openness and the size of the public sector: a portfolio approach
Erauskin-Iurrita, Inaki - Volkswirtschaftliche Fakultät, … - 2008
, ...), based on a portfolio approach. A central result of the model is that an open economy implies a higher consumption-wealth … ratio, lower growth, higher welfare, and a higher size of the public sector than in a closed economy due to the risk …
Persistent link: https://www.econbiz.de/10011113073
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The Consumption-Wealth Ratio, Real Estate Wealth, and the Japanese Stock Market
Aono, Kohei; Iwaisako, Tokuo - Institute of Economic Research, Hitotsubashi University - 2008
Japanese consumption-wealth ratio data series and to examine whether it explains Japanese stock market data. We find that the … consumption-wealth ratio does not predict future stock returns, but it does help to explain the cross-section of Japanese stock …" consumption-wealth ratios work in a similar way, but perform better than, the consumption-wealth ratio calculated with only …
Persistent link: https://www.econbiz.de/10005574141
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Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
Gao, Paul P.J.; Huang, Kevin X.D. - In: Annals of Economics and Finance 9 (2008) 1, pp. 1-37
We find that the short-term deviations from long-run consumption-wealth relationship (cay) forecast stock market returns and serve as a conditioning variable in the capital asset pricing model (CAPM) for explaining the cross-section of stock returns for the United Kingdom and Japan. Our...
Persistent link: https://www.econbiz.de/10009207396
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Human capital, household capital and asset returns
Ren, Yu; Yuan, Yufei; Zhang, Yang - In: Journal of Banking & Finance 42 (2014) C, pp. 11-22
Sousa (2010a) shows that the residuals from the common trend among consumption, financial wealth, housing wealth and human capital, cday, can predict quarterly stock market returns better than cay from Lettau and Ludvigson (2001), which considers aggregate wealth instead. In this paper, we use a...
Persistent link: https://www.econbiz.de/10010753676
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Human capital, household capital and asset returns
Ren, Yu; Yuan, Yufei; Zhang, Yang - In: Journal of banking & finance 42 (2014), pp. 11-22
Persistent link: https://www.econbiz.de/10010408444
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