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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
107
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1
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 989-1028
Persistent link: https://www.econbiz.de/10014528731
Saved in:
2
Liquidity constraints, consumption, and debt repayment : evidence from macroprudential policy in turkey
Agarwal, Sumit
;
Hadzic, Muris
;
Song, Changcheng
; …
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 3953-3998
Persistent link: https://www.econbiz.de/10014392042
Saved in:
3
Consuming dividends
Bräuer, Konstantin
;
Hackethal, Andreas
;
Hanspal, Tobin
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4802-4857
Persistent link: https://www.econbiz.de/10013400139
Saved in:
4
Where's the kink? : disappointment events in consumption growth and equilibrium asset prices
Delikouras, Stefanos
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2851-2889
Persistent link: https://www.econbiz.de/10011755637
Saved in:
5
External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
Saved in:
6
Asset prices and risk sharing in open economies
Stathopoulos, Andreas
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 363-415
Persistent link: https://www.econbiz.de/10011746093
Saved in:
7
What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
Saved in:
8
Short-run and long-run consumption risks, dividend processes, and asset returns
Li, Jun
;
Zhang, Harold H.
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 588-630
Persistent link: https://www.econbiz.de/10011746288
Saved in:
9
How risky is consumption in the long-run? : benchmark estimates from a robust estimator
Dew-Becker, Ian
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 631-666
Persistent link: https://www.econbiz.de/10011746290
Saved in:
10
Dynamic thin markets
Rostek, Marzena
;
Weretka, Marek
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2946-2992
Persistent link: https://www.econbiz.de/10011401379
Saved in:
11
Learning and asset-price jumps
Bansal, Ravi
;
Shaliastovich, Ivan
- In:
The review of financial studies
24
(
2011
)
8
,
pp. 2738-2780
Persistent link: https://www.econbiz.de/10009312622
Saved in:
12
Revisiting asset pricing puzzles in an exchange economy
Parlour, Christine A.
;
Stanton, Richard
;
Walden, Johan
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 629-674
Persistent link: https://www.econbiz.de/10008934112
Saved in:
13
Housing wealth and consumption growth : evidence from a large panel of households
Gan, Jie
- In:
The review of financial studies
23
(
2010
)
6
,
pp. 2229-2267
Persistent link: https://www.econbiz.de/10003976033
Saved in:
14
Long-run risk through consumption smoothing
Kaltenbrunner, Georg
;
Lochstoer, Lars A.
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3190-3224
Persistent link: https://www.econbiz.de/10008662049
Saved in:
15
The foregone gains of incomplete portfolios
Paiella, Monica
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1623-1646
Persistent link: https://www.econbiz.de/10003621196
Saved in:
16
Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.
;
Serrat, Angel
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 597-629
Persistent link: https://www.econbiz.de/10001764240
Saved in:
17
How does the spirit of capitalism affect stock market prices?
Smith, William T.
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 1215-1232
Persistent link: https://www.econbiz.de/10001619469
Saved in:
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