Asset holding and consumption volatility

Journal of Political Economy

Volumn 110, Issue 4, 2002, Pages 771-792

  Attanasio, Orazio P ^a   Banks, James ^a   Tanner, Sarah ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CONSUMPTION BEHAVIOR; INVESTMENT; SAVINGS BEHAVIOR; STOCK MARKET; SUBSTITUTION;

UNITED KINGDOM;

EID: 0036693022     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/340774     Document Type: Article

References (15)

1. Intertemporal substitution, risk aversion and the Euler equation for consumption
2. Consumption growth, the interest rate and aggregation
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4. A profitable approach to labor supply and commodity demands over the life-cycle
5. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
6. Why do so few hold stocks?
7. Generalized instrumental variables estimation of nonlinear rational expectation models
8. Stochastic consumption, risk aversion, and the temporal behavior of asset returns
9. Efficient estimation of linear asset-pricing models with moving average errors
10. The equity premium: It's still a puzzle
11. The consumption of stockholders and nonstockholders
12. The equity premium: A puzzle
13. Identification and estimation of dynamic models with a time series of repeated cross-sections