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The European Journal of Finance Volume 15, 2009 - Issue 5-6: ASSET MANAGEMENT AND INTERNATIONAL CAPITAL MARKETS 29th–30th MAY 2008, FRANKFURT AM MAIN
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Original Articles

Long-horizon consumption risk and the cross-section of returns: new tests and international evidence

Joachim Grammig Department of Economics, University of Tübingen, D-72074, Tübingen, Germany
,
Andreas Schrimpf Centre for European Economic Research (ZEW, Mannheim), P.O. Box 10 34 43, D-68034, Mannheim, GermanyCorrespondence[email protected]
&
Michael Schuppli Department of Economics, University of Münster, D-48143, Münster, Germany
Pages 511-532 | Published online: 01 Dec 2010

Citations (3)

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Read on this site (1)

Benjamin R. Auer. (2013) Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?. Applied Economics 45:25, pages 3564-3573.
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Articles from other publishers (2)

Benjamin R. Auer. (2012) Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, HCAPM and CCAPM?. Jahrbücher für Nationalökonomie und Statistik 232:5, pages 518-544.
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Nora Marija Laurinaityte, Christoph Meinerding, Christian Schlag & Julian Thimme. (2017) Elephants and the Cross-Section of Expected Returns. SSRN Electronic Journal.
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