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The distribution of wealth in the Blanchard-Yaari model

Benhabib, Jess; Bisin, Alberto; Zhu, Shenghao - In: Macroeconomic dynamics 20 (2016) 2, pp. 466-481

Persistent link: https://www.econbiz.de/10011577311

Linking wealth and labour income with stock returns and government bond yields

Sousa, Ricardo M. - In: The European journal of finance 21 (2015) 10/12, pp. 806-825

Persistent link: https://www.econbiz.de/10011302003

Understanding the risk-return relation : the aggregate wealth proxy actually matters

Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735

Persistent link: https://www.econbiz.de/10012179374

Predicting stock market movements with a time-varying consumption-aggregate wealth ratio

Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467

Persistent link: https://www.econbiz.de/10012203261

Wealth and capital : a critique of Piketty's conceptualisation of return on capital

Mihályi, Péter; Szelényi, Iván - In: Cambridge journal of economics 41 (2017) 4, pp. 1237-1247

Persistent link: https://www.econbiz.de/10011741881

The dynamics of capital accumulation in the US : simulations after piketty

De Donder, Philippe; Roemer, John E. - In: Journal of economic inequality 15 (2017) 2, pp. 121-141

Persistent link: https://www.econbiz.de/10011806580

Heterogeneity and persistence in returns to wealth

Fagereng, Andreas; Guiso, Luigi; Malacrino, Davide; … - 2018

We provide a systematic analysis of the properties of individual returns to wealth using twelve years of population … of wealth between safe and risky assets: returns are heterogeneous even within asset classes. Third, returns are … positively correlated with wealth: moving from the 10th to the 90th percentile of the financial wealth distribution increases the …

Persistent link: https://www.econbiz.de/10011905850

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

Consumption, aggregate wealth, and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849

Persistent link: https://www.econbiz.de/10001593003

The consumption-wealth and book-to-market ratios in a dynamic asset pricing context

Nieto, Belén (contributor); Rodríguez, Rosa (contributor) - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001702858