Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey-Reference-Cited by-同舟云学术

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Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey

Published:2002-03 Issue:2 Volume:49 Page:309-334
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Cogley Timothy

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. Household choices in equilibrium;Altug;Econometrica,1990

2. Is consumption growth consistent with intertemporal optimization? Evidence from the Consumer Expenditure Survey;Attanasio;Journal of Political Economy,1995

3. Relative wage movements and the distribution of consumption;Attanasio;Journal of Political Economy,1996

4. Attanasio, O., Banks, J., Tanner, S., 1998. Asset holding and consumption volatility. NBER working paper No. 6567.

5. Brav, A., Geczy, C.C., 1996. An empirical resurrection of the simple consumption CAPM with power utility. unpublished manuscript.

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