Title:

Volatility in Asset Prices and Long-Run Wealth Effect Estimates

Authors:

Fernando Alexandre (U Minho)
Pedro Bação (U Coimbra)
Vasco Gabriel (U Minho, U Surrey)

Journal:

Economic Modelling

Year:

2007

Volume:

24

Pages:

1048-1064

JEL codes:

E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth
G12 - Asset Pricing; Trading volume; Bond Interest Rates