Non-substitutable consumption growth risk
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DOI: 10.2139/ssrn.3289249
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References listed on IDEAS
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More about this item
Keywords
Asset pricing; consumption; cross-section of stock returns;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2024-02-05 (Energy Economics)
- NEP-FDG-2024-02-05 (Financial Development and Growth)
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