PRODUCTION-BASED ASSET PRICING AND THE LINK BETWEEN STOCK RETURNS AND ECONOMIC-FLUCTUATIONS

被引:436
作者
COCHRANE, JH
机构
关键词
D O I
10.2307/2328694
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:209 / 237
页数:29
相关论文
共 33 条
[31]   NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS [J].
STOCK, JH ;
WATSON, MW .
NBER MACROECONOMICS ANNUAL, 1989, 4 :351-394
[32]   HOUSING INVESTMENT IN THE UNITED-STATES [J].
TOPEL, R ;
ROSEN, S .
JOURNAL OF POLITICAL ECONOMY, 1988, 96 (04) :718-740
[33]  
WATSON MW, 1990, UNPUB MEASURES FIT C