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Habit formation, surplus consumption and return predictability: International evidence. (2010). Møller, Stig ; Hyde, Stuart ; Engsted, Tom ; Moller, Stig V..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:29:y:2010:i:7:p:1237-1255.

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  1. Habits die hard: implications for bond and stock markets internationally. (2021). Nitschka, Thomas ; Satkurunathan, Shajivan.
    In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
    RePEc:zbw:vfsc21:242358.

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  2. Habits die hard: implications for bond and stock markets internationally. (2021). Nitschka, Thomas ; Satkurunathan, Shajivan.
    In: Working Papers.
    RePEc:snb:snbwpa:2021-08.

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  3. European equity markets: Who is the truly representative investor?. (2020). Ferreropozo, Ricardo ; Suarez, Javier Rojo ; Alonso, Ana Belen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:75:y:2020:i:c:p:325-346.

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  4. Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market. (2016). Shijin, Santhakumar ; Shareef, Hassan .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9212-z.

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  5. Parametric Portfolio Policies in the Surplus Consumption Ratio. (2015). Inkmann, Joachim ; Shi, Zhen.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:15:y:2015:i:2:p:257-282.

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  6. Can habit formation under complete market integration explain the cross‐section of international equity risk premia?. (2013). Auer, Benjamin R.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:22:y:2013:i:2:p:61-67.

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  7. Evidence for state and time nonseparable preferences: the case of Finland. (2013). Virk, Nader Shahzad.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:24:p:1821-1838.

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  8. Can habit formation under complete market integration explain the cross-section of international equity risk premia?. (2013). Auer, Benjamin R..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:2:p:61-67.

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  9. Bond return predictability in expansions and recessions. (2013). Møller, Stig ; Engsted, Tom ; Moller, Stig V. ; Sander, Magnus.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-13.

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  10. Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, HCAPM and CCAPM?. (2012). Auer, Benjamin R..
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:232:y:2012:i:5:p:518-544.

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  11. Can consumption-based asset pricing models explain the cross-section of investment funds returns?. (2011). Auer, Benjamin .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:17:p:1273-1279.

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  12. An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns. (2008). Møller, Stig ; Engsted, Tom ; Moller, Stig V..
    In: CREATES Research Papers.
    RePEc:aah:create:2008-12.

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