Consumption Risk and International Asset Returns: Some Empirical Evidence
收藏NBER1987-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w2383
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The paper examines if real stock returns in four countries are consistent with consumption-based models of international asset pricing. The paper finds that ex-ante real stock returns exhibit statistically significant fluctuations over time and that these fluctuations cannot be explained by
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美国国家经济研究局创建时间：
1987-09-01
