Consumption Volatility Risk

Material TypeArticleLanguageEnglish
TitleConsumption Volatility Risk Author(S)OLIVER BOGUTH (Author)
Abstract  We show that time variation in macroeconomic uncertainty affects asset prices. Consumption volatility is a negatively priced source of risk for a wide variety of test portfolios ...Paginationp2589-2616
SubjectEconomicsDescriptorsFinance
Journal TitleThe Journal of Finance  
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