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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 31 - 38 of 38
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Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for Germany
Xu, Fang - Institut für Volkswirtschaftslehre, … - 2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error …
Persistent link: https://www.econbiz.de/10005082934
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A refined consumption–wealth ratio and its role on time-varying consumption risk
Quijano, Margot - In: Economics Letters 115 (2012) 1, pp. 88-90
This paper takes a deeper look at the measurement of the consumption–wealth ratio and analyzes its ability to capture …
Persistent link: https://www.econbiz.de/10010576482
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Stock returns and consumption factors in the Australian market: Cross-sectional tests
Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian Journal of Management 36 (2011) 2, pp. 247-266
We test conditional consumption capital asset pricing models (CCAPMs) in the Australian equity market. The conditional variables used are Lettau and Ludvigson’s (2001a, b) consumption–wealth ratio, Campbell and Cochrane’s (1999) surplus consumption ratio and Santos and...
Persistent link: https://www.econbiz.de/10011135751
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About the soundness of the US-cay indicator for predicting international banking crises
Nitschka, Thomas - In: The North American Journal of Economics and Finance 22 (2011) 3, pp. 237-256
This paper shows that a macroeconomically founded predictor of global stock market returns, the short-run variation in the trivariate approximation of the U.S. consumption and aggregate wealth ratio (cay), is a useful indicator of international banking crises for the time period from 1970 to...
Persistent link: https://www.econbiz.de/10010577757
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About the soundness of the US-cay indicator for predicting international banking crises
Nitschka, Thomas - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 237-256
Persistent link: https://www.econbiz.de/10009427389
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An Empirical Investigation of Consumption CAPMs in the Australian Market
Li, Bin; Liu, Benjamin; Roca, Eduardo - Department of Accounting, Finance and Economics, … - 2010
Persistent link: https://www.econbiz.de/10008682826
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Consumption, change in expectations and equity returns
Quijano, Margot - In: Applied financial economics 23 (2013) 22/24, pp. 1839-1851
Persistent link: https://www.econbiz.de/10010337259
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Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
Selaive, Jorge; Tuesta, Vicente - EconWPA - 2004
common long-term trend in consumption, asset wealth, and labor income (herby, consumption-wealth ratio)is a strong predictor … of the excess returns. In this paper, we study the role of the consumption-wealth ratio in predicting the change in the … nominal exchange rate of a large set of countries. We find evidence that fluctuations in the consumption-wealth ratio help to …
Persistent link: https://www.econbiz.de/10005119483
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