Do Demographic Changes Affect Risk Premiums? Evidence from International Data
暂无分享,去创建一个
[1] Pascal J. Maenhout,et al. Investing Retirement Wealth: a Life-Cycle Model , 1999 .
[2] Donald B. Keim,et al. Predicting returns in the stock and bond markets , 1986 .
[3] L. Hansen,et al. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.
[4] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[5] Darrell Duffie,et al. Asset Pricing with Heterogeneous Consumers , 1996, Journal of Political Economy.
[6] Gurdip Bakshi,et al. Baby boom population aging and capital markets. , 1994 .
[7] The Real Term Structure and Consumption Growth , 1988 .
[8] Andrew B. Abel. The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation , 1999 .
[9] J. Campbell. Stock Returns and the Term Structure , 1985 .
[10] The Baby Boom, the Baby Bust, and the Housing Market , 1989 .
[11] James M. Poterba,et al. Demographic Structure and Asset Returns , 2001, Review of Economics and Statistics.
[12] Matthew T. Jones,et al. Saving, Investment, and Gold: A Reassessment of Historical Current Account Data , 1997 .
[13] Jiang Luo. Demographics and the Equity Premium , 2000 .
[14] Alan M. Taylor. Sources of Convergence in the Late Nineteenth Century , 1996 .
[15] Amit Goyal. Demographics, Stock Market Flows, and Stock Returns , 2004, Journal of Financial and Quantitative Analysis.
[16] Ingrid M. Werner,et al. Home Bias and the High Turnover , 1992 .
[17] Chris I. Telmer,et al. Cyclical Dynamics in Idiosyncratic Labor Market Risk , 2004, Journal of Political Economy.
[18] Demographics and International Investments , 2006 .
[19] Rajnish Mehra,et al. Junior Can&Apos;T Borrow: a New Perspective on the Equity Premium Puzzle , 1998 .