Output gap and consumption risk on the cross-section of stock returns in Korea
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DOI: 10.1016/j.iref.2023.07.031
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More about this item
Keywords
Consumption capital asset pricing model; Conditioning variable; Output gap; Future consumption growth;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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