Time variation in the covariance between stock returns and consumption growth

Journal of Finance

Volumn 60, Issue 4, 2005, Pages 1673-1712

  Duffee, Gregory R ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23944458111     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2005.00777.x     Document Type: Article

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