Time-Varying Expected Returns: Evidence from the U.S. and the U.K
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More about this item
Keywords
asset pricing; wealth; empirical proxies; expected returns.;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2010-04-17 (Forecasting)
- NEP-MAC-2010-04-17 (Macroeconomics)
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