Time variation in the covariance between stock returns and consumption growth
Article Abstract:
A study using time variation in conditional covariance between aggregate stock returns and aggregate consumption growth, for testing asset-pricing models, is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2005
United Kingdom, Commodity & service prices, Asset & Risk Management, Asset Accounting, Prices and rates, Consumption (Economics), Growth, Assets (Accounting), Company growth, Company pricing policy
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2005
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Capital gains, dividend yields, and expected inflation
Article Abstract:
US and foreign markets show different relationships between dividend yields, capital gains and potential inflation rates.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Forecasts, trends, outlooks, World, Forecasts and trends, Inflation (Finance), Market trend/market analysis, Inflation (Economics), Capital gains
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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Subjects list: Research, Return on investment, Rate of return
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