Time Variation in the Covariance between Stock Returns and Consumption Growth

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|4|1673-1712

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.4, 2005-08, pp. : 1673-1712

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Abstract