Business-cycle consumption risk and asset prices
From MaRDI portal
(Redirected from Publication:6090595)
Cites work
- A persistence-based Wold-type decomposition for stationary time series
- A theory for multiresolution signal decomposition: the wavelet representation
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Asset Prices in an Exchange Economy with Habit Formation
- Common risk factors in the returns on stocks and bonds
- EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS
- Generalized spectral estimation of the consumption-based asset pricing model
- scientific article; zbMATH DE number 4188890 (Why is no real title available?)
- Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
- Prospect theory and asset prices
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The scale of predictability
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
Cited in
(6)- Credit portfolio risk and asset price cycles
- Asset prices with non-permanent shocks to consumption
- Risk pooling, intermediation efficiency, and the business cycle
- Short-run risk, business cycle, and the value premium
- Goods and Asset Market Interdependence in a Risky World
- scientific article; zbMATH DE number 7156447 (Why is no real title available?)
This page was built for publication: Business-cycle consumption risk and asset prices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090595)
