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New York University - Department of Economics
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Equity premium, macroeconomic volatility, stock market boom, regime shifts
Risk premia, dividend growth, cash-flow predictability, return predictability
File name: DP3507.
Dividend growth, consumption, cointegration
consumber confidence, household expenditures
Risk-premia, excess returns, stock market volatility
Pricing errors, consumption-based asset pricing, CRRA utility
File name: SSRN-id747404.
Consumption CAPM and pricing errors
non-expected utility, recursive utility
monetary policy transmission
stock markets, consumption
international capital flows, international risk sharing, foreign purchases of safe assets
structural disturbances, origins, business cycles, macro-finance
E0, E4, G10, G12
wealth effect, cointegretion, permanent income
File name: DP3104.
Wealth effect, cointegration, consumption, asset values
File name: DP3105.
Sharpe ratio, expected returns, volatility, consumption
File name: DP3103.
Q-Theory, investment, risk premia
New York City, New York City economy
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: DP10335.
capital share, heterogeneous agents, inequality, labor share, momentum, value premium
File name: DP10336.
labor income, stock market wealth, stock prices
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