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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10003675590
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A consumption-based explanation of expected stock returns
Yogo, Motohiro - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 539-580
Persistent link: https://www.econbiz.de/10003305057
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A consumption-based explanation of expected stock returns
Yogo, Motohiro (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726194
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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003727013
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Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - 2001
Persistent link: https://www.econbiz.de/10001603816
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Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001755283
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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001709546
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Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
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The Evolution from Life Insurance to Financial Engineering
Koijen, Ralph S. J.; Yogo, Motohiro - 2021
Since the mid-1980s, the share of household net worth intermediated by US financial institutions has shifted from defined benefit plans to life insurers and defined contribution plans. Life insurers have primarily grown through variable annuities, which are mutual funds with longevity insurance,...
Persistent link: https://www.econbiz.de/10013218250
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The Evolution from Life Insurance to Financial Engineering
J. Koijen, Ralph; Yogo, Motohiro - 2021
Since the mid-1980s, the share of household net worth intermediated by US financial institutions has shifted from defined benefit plans to life insurers and defined contribution plans. Life insurers have primarily grown through variable annuities, which are mutual funds with longevity insurance,...
Persistent link: https://www.econbiz.de/10013218637