Labor income risk and asset returns
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- Engsted, Tom & Hyde, Stuart & Møller, Stig V., 2010.
"Habit formation, surplus consumption and return predictability: International evidence,"
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More about this item
KeywordsHuman Capital; Labor Income Risk; Expected Returns; Consumption Capital;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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