Long-Horizon Consumption Risk and the Cross-Section of Expected Returns: A Cross-Country Perspective

2008 ◽  
Author(s):  
Joachim Grammig ◽  
Andreas Schrimpf ◽  
Michael Schuppli
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
Cross Country ◽  
The Cross ◽  
Consumption Risk

scholarly journals Consumption Risk and the Cross Section of Expected Returns

2005 ◽  
Vol 113 (1) ◽  
pp. 185-222 ◽  
Author(s):  
Jonathan A. Parker ◽  
Christian Julliard
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross ◽  
Consumption Risk

Consumption Risk and the Cross-Section of Option Returns

2018 ◽  
Author(s):  
Kevin Aretz ◽  
Hening Liu ◽  
Shuwen Yang ◽  
Yuzhao Zhang
Keyword(s):  
Cross Section ◽  
Option Returns ◽  
The Cross ◽  
Consumption Risk
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