Essays on Consumption and Expected Returns by Motohiro Yogo (English) Paperback

Description: Essays on Consumption and Expected Returns by Motohiro Yogo This thesis consists of three essays on the relationship between con-sumption, the business cycle, and expected returns on financial assets. The first essay is "A Consumption-Based Explanation of Expected Stock Returns". A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580. The second essay is "Esti-mating the Elasticity of Intertemporal Substitution When Instruments Are Weak". The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810. The third essay is "Efficient Tests of Stock Return Predictability", coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association. FORMAT Paperback LANGUAGE English CONDITION Brand New Details ISBN3639068564 Author Motohiro Yogo Short Title ESSAYS ON CONSUMPTION & EXPECT Pages 164 Language English ISBN-10 3639068564 ISBN-13 9783639068566 Media Book Format Paperback Year 2008 UK Release Date 2008-07-30 Imprint VDM Verlag Dr. Mueller E.K. Country of Publication Germany Illustrations black & white illustrations Publisher VDM Verlag Dr. Mueller E.K. Publication Date 2008-07-30 Audience General We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:132419206;

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