Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110)
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scientific article; zbMATH DE number 7681753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach |
scientific article; zbMATH DE number 7681753 |
Statements
Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (English)
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3 May 2023
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asset return forecasting
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\textit{cay}
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quantile cointegration
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quantile regression
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stationarity
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