Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries
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KeywordsConsumption (Economics) ; Recessions ; Rate of return ; Stock market;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-26 (All new papers)
- NEP-ETS-2004-05-16 (Econometric Time Series)
- NEP-FIN-2004-05-26 (Finance)
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