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Cointegration and consumption risks in asset returns / Ravi Bansal, Robert Dittmar, Dana Kiku
Author:
Bansal, Ravi
Published:
Cambridge, MA : National Bureau of Economic Research, [2007]
Copyright Date:
©2007
Physical Description:
52 pages : illustrations ; 22 cm.
Additional Creators:
Dittmar, Robert F.
,
Kiku, Dana
, and
National Bureau of Economic Research
Online Version
www.nber.org
Availability
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Series:
Working paper series (National Bureau of Economic Research) ; working paper no. 13108
Subject(s):
Saving and investment
Consumption (Economics)
—
Econometric models
Risk management
Note:
"May 2007."
Bibliography Note:
Includes bibliographical references (pages 37-39).
Other Forms:
Also available in PDF from the NBER World Wide Web site (www.nber.org).
View MARC record
| catkey: 3830636