Time-Varying Expected Returns: Evidence from the U.S. and the U.K
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References listed on IDEAS
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More about this item
Keywordsasset pricing; wealth; empirical proxies; expected returns.;
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
- NEP-FOR-2010-04-17 (Forecasting)
- NEP-MAC-2010-04-17 (Macroeconomics)
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