Pages that link to "Item:Q529742"
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The following pages link to Cross-sectional consumption-based asset pricing: a reappraisal (Q529742):
Displaying 10 items.
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- A note on an interpretation to consumption-based CAPM (Q1934788) (← links)
- The role of household debt and delinquency decisions in consumption-based asset pricing (Q2000687) (← links)
- Consumption Volatility and the Cross-Section of Stock Returns* (Q4554721) (← links)
- Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk* (Q4555721) (← links)
- Can Risk-Based Theories Explain the Value Premium?* (Q5430111) (← links)
- Estimating C-CAPM and the equity premium over the frequency domain (Q5881710) (← links)