University of Mannheim
consumption fluctuations, marginal utility, stock returns, predictability.
Discount rates, risk factors, term structure of equity risk premium
International stock returns, Size, Value, Momentum
CAPM, downside risk, exchange rate, forward premium puzzle, uncovered interest rate parity, upside risk
time-varying consumption risk, conditional consumption beta, business cycle, cross-section of expected returns
This page was processed by aws-apollo4 in 0.235 seconds