Work

Cointegration and Consumption Risks in Asset Returns

Year: 2007

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhm085

Authors: Ravi Bansal, Robert Dittmar, Dana Kiku

Institutions: National Bureau of Economic Research, Duke University, University of Michigan, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2129481569

FWCI: 22.37

Cites: 32

Cited by: 170

Related to: 10