The Consumption-Wealth Ratio, Real Estate Wealth, and the Japanese Stock Market
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More about this item
Keywordsconsumption-wealth ratio; cointegration; cross-section of stock returns;
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- 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-2009-02-14 (All new papers)
- NEP-BEC-2009-02-14 (Business Economics)
- NEP-FMK-2009-02-14 (Financial Markets)
- NEP-MAC-2009-02-14 (Macroeconomics)
- NEP-URE-2009-02-14 (Urban & Real Estate Economics)
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