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The Consumption Risk of the Stock Market

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  • Jonathan A. Parker

    (Princeton University)

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  • Jonathan A. Parker, 2001. "The Consumption Risk of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2), pages 279-348.
  • Handle: RePEc:bin:bpeajo:v:32:y:2001:i:2001-2:p:279-348
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    References listed on IDEAS

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    36. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 519-543, June.
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    38. Deaton, Angus, 1992. "Understanding Consumption," OUP Catalogue, Oxford University Press, number 9780198288244.
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