Stock and bond joint pricing, consumption surplus, and inflation news

Author:

Lou Jun,Wong Tat Wing,Fung Ka Wai Terence,Shaende Jonas J. Nazimoff

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference46 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;Am. Econ. Rev.,1990

2. Valuation risk and asset pricing;Albuquerque;J. Finance,2016

3. Inflation, asset prices, and the term structure of interest rates in monetary economics;Bakshi;Rev. Financ. Stud.,1996

4. Risks for the long run: a potential resolution of asset pricing puzzles;Bansal;J. Finance,2004

5. Asset return dynamics under habits and bad environment-good environment fundamentals;Bekaert;J. Polit. Econ.,2017

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