Time Variation in the Covariance between Stock Returns and Consumption Growth-Reference-Cited by-同舟云学术

Time Variation in the Covariance between Stock Returns and Consumption Growth

Published:2005-08 Issue:4 Volume:60 Page:1673-1712
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:

Author:

DUFFEE GREGORY R.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2005.00777.x/fullpdf

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