Business-cycle consumption risk and asset prices

DOI10.1016/J.JECONOM.2022.11.012MaRDI QIDQ6090595

Federico M. Bandi, A. Tamoni

Publication date: 17 November 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

aggregationfrequencyreturn predictabilityCCAPMbusiness-cycle consumption

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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