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A note on business cycle non-linearity in US consumption

Cook, Steven - In: Journal of applied economics 6 (2003) 2, pp. 247-253

Persistent link: https://www.econbiz.de/10002091408

Durability and asymmetry in UK consumers' expenditure

Cook, Steven - In: International review of applied economics 14 (2000) 1, pp. 113-121

Persistent link: https://www.econbiz.de/10001524632

Durability of output and expected stock returns

Gomes, João F.; Kogan, Leonid; Yogo, Motohiro - In: Journal of political economy 117 (2009) 5, pp. 941-986

Persistent link: https://www.econbiz.de/10003936676

Long-run and short-run co-movement in UK consumption and income

Cook, Steven - In: Economics letters 67 (2000) 1, pp. 11-13

Persistent link: https://www.econbiz.de/10001463491

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

A consumption-based explanation of expected stock returns

Yogo, Motohiro (contributor) - 2005

Persistent link: https://www.econbiz.de/10003726194

Durability of output and expected stock returns

Gomes, João; Kogan, Leonid; Yogo, Motohiro - 2007

The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

Persistent link: https://www.econbiz.de/10003449724

Time irreversibility in consumers' expenditure : an analysis of disaggregated data

Cook, Steven; Speight, Alan E. H. - In: International review of applied economics 21 (2007) 4, pp. 561-575

Persistent link: https://www.econbiz.de/10003612784

Essays on consumption and expected returns

Yogo, Motohiro - 2004

Persistent link: https://www.econbiz.de/10003387664

A deeper look at asymmetries in UK consumers' expenditure : the nonparametric analysis of 100 disaggregates

Cook, Steven; Speight, Alan E. H. - In: Applied economics 37 (2005) 8, pp. 893-900

Persistent link: https://www.econbiz.de/10002801845