Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Carlo Favero, 2005. "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," Working Papers 291, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
References listed on IDEAS
- Ravi Bansal & Robert F. Dittmar & Christian T. Lundblad, 2005. "Consumption, Dividends, and the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 60(4), pages 1639-1672, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Growiec Jakub, 2006.
"Fertility Choice and Semi-Endogenous Growth: Where Becker Meets Jones,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 6(2), pages 1-25, September.
- Jakub Growiec, 2005. "Fertility Choice and Semi-Endogenous Growth: Where Becker Meets Jones," HEW 0503001, EconWPA, revised 17 Jan 2006.
- GROWIEC, Jakub, 2006. "Fertility choice and semi-endogenous growth: where Becker meets Jones," CORE Discussion Papers 2006023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Wigniolle, Bertrand, 2012.
"Savings behavior with imperfect capital markets: When hyperbolic discounting leads to discontinuous strategies,"
Elsevier, vol. 116(2), pages 186-189.
- Bertrand Wigniolle, 2011. "Savings behavior with imperfect capital markets: when hyperbolic discounting leads to discontinuous strategies," Documents de travail du Centre d'Economie de la Sorbonne 11028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bertrand Wigniolle, 2011. "Savings behavior with imperfect capital markets : when hyperbolic discounting leads to discontinuous strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594060, HAL.
- Bertrand Wigniolle, 2012. "Savings behavior with imperfect capital markets: when hyperbolic discounting leads to discontinuous strategies," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00684210, HAL.
- Alberto Bucci, 2012.
"Public Capital, Private Capital and Economic Growth,"
Rivista Internazionale di Scienze Sociali,
Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 120(2), pages 149-180.
- Alberto BUCCI, 2012. "Public capital, private capital, and economic growth," Departmental Working Papers 2012-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Ricardo Sousa, 2011. "Building proxies that capture time-variation in expected returns using a VAR approach," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 147-163.
- Slobodan Djajić, 2014. "Temporary Migration and the Flow of Savings to the Source Country," Review of Development Economics, Wiley Blackwell, vol. 18(1), pages 162-176, February.
- Knapp, Keith C. & Franklin, Bradley, 2012. "Sustainability Economics of Groundwater Usage and Management," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124959, Agricultural and Applied Economics Association.
- Slobodan Djajić & Alexandra Vinogradova, 2015. "Overstaying Guest Workers and the Incentives for Return," CESifo Economic Studies, CESifo, vol. 61(3-4), pages 764-796.
- Djajić, Slobodan, 2014. "Asylum seeking and irregular migration," International Review of Law and Economics, Elsevier, vol. 39(C), pages 83-95.
- repec:bla:reviec:v:25:y:2017:i:5:p:1017-1045 is not listed on IDEAS
- Muhammad Naveed Tahir, 2011. "Inflation Targeting, Exchange Rate and Financial Globalization," Working Papers 1130, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho.
- Chang, Yanqin, 2007. "high level of international risk sharing when the productivity growth contains long run risk," MPRA Paper 4476, University Library of Munich, Germany.
- Fernandez-Corugedo, Emilio & Price, Simon & Blake, Andrew P., 2007. "The dynamics of aggregate UK consumers' non-durable expenditure," Economic Modelling, Elsevier, vol. 24(3), pages 453-469, May.
- Muhammad Naveed Tahir, 2011. "Inflation Targeting, Exchange Rate and Financial Globalization," Working Papers halshs-00646601, HAL.
More about this item
Keywordscointegrating consumption function; elasticity of intertemporal substitution; long-run stock market returns;
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-08-13 (All new papers)
- NEP-BEC-2005-08-13 (Business Economics)
- NEP-FIN-2005-08-13 (Finance)
- NEP-FMK-2005-08-13 (Financial Markets)
- NEP-MAC-2005-08-13 (Macroeconomics)
- NEP-PBE-2005-08-13 (Public Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpr:ceprdp:5110. See general information about how to correct material in RePEc.