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Surplus consumption ratio and expected stock returns
Ghattassi, Imen - In: Annals of economics and statistics 103/104 (2011), pp. 245-271
Persistent link: https://www.econbiz.de/10010218191
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Surplus consumption ratio and expected stock returns
Ghattassi, Imen - 2013
Persistent link: https://www.econbiz.de/10009713750
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On the predictive power of the surplus consumption ratio
Ghattassi, Imen - In: Finance research letters 5 (2008) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10003751267
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A note on the exact solution of asset pricing models with habit persistence
Collard, Fabrice; Fève, Patrick; Ghattassi, Imen - In: Macroeconomic dynamics 10 (2006) 2, pp. 273-283
Persistent link: https://www.econbiz.de/10003318618
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Predictability and habit persistence
Collard, Fabrice; Fève, Patrick; Ghattassi, Imen - In: Journal of economic dynamics & control 30 (2006) 11, pp. 2217-2260
Persistent link: https://www.econbiz.de/10003389830
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Predictability and habit persistence
Collard, Fabrice (contributor); Fève, Patrick (contributor) - 2005
Persistent link: https://www.econbiz.de/10003174406