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Search: subject:"consumption-based asset pricing"
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International Journal of the Economics of Business
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International review of financial analysis
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ECONIS (ZBW)
43
RePEc
33
EconStor
7
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1
Robust inference for
consumption-based
asset
pricing
with power
Kroencke, Tim-Alexander
- In:
Critical finance review
14
(
2025
)
1
,
pp. 129-178
Persistent link: https://www.econbiz.de/10015409949
Saved in:
2
Do
consumption-based
asset
pricing
models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
3
Cryptocurrency returns and
consumption-based
asset
pricing
Hwang, Injun
;
Kwon, Ji Ho
- In:
Applied economics
56
(
2024
)
55
,
pp. 7393-7408
Persistent link: https://www.econbiz.de/10015132980
Saved in:
4
The sensitivity of risk premiums to the elasticity of intertemporal substitution
Wu, Zhiting
- In:
Financial management : FM
53
(
2024
)
2
,
pp. 353-390
Persistent link: https://www.econbiz.de/10014543750
Saved in:
5
A consumption-based term structure model of bonds and equity
Suzuki, Masataka
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543974
Saved in:
6
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
7
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012214075
Saved in:
8
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012205744
Saved in:
9
Redistributive taxation in dynamic general equilibrium with heterogeneous agents
Putz, Christian
-
2019
Persistent link: https://www.econbiz.de/10012216933
Saved in:
10
The total risk premium puzzle
Jordà, Òscar
;
Schularick, Moritz
;
Taylor, Alan M.
-
2019
Persistent link: https://www.econbiz.de/10012057438
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