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Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence

Discussion and Working Paper // 2009
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Discussion and Working Paper // 2009

Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence

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Grammig, Joachim, Andreas Schrimpf and Michael Schuppli (2009), Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence, CFR-Working Paper, Cologne

Authors Joachim Grammig // Andreas Schrimpf // Michael Schuppli