Time Variation in the Covariance between Stock Returns and Consumption Growth
نویسندگان
چکیده
منابع مشابه
New Evidence on the Time-Varying Correlation between Consumption Growth and Stock Returns for the G7 Countries
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ژورنال
عنوان ژورنال: The Journal of Finance
سال: 2005
ISSN: 0022-1082
DOI: 10.1111/j.1540-6261.2005.00777.x