References.(Financial Markets and the Real Economy)

Foundations and Trends in Finance, January, 2005 by Cochrane, John H.

[1] A. B. Abel, "Asset prices under habit formation and catching up with the joneses," American Economic Review, vol. 80, pp. 38-42, 1990.

[2] Y. Ait-Sahalia, J. Parker, and M. Yogo, "Luxury goods and the equity premium," Journal of Finance, vol. 59, pp. 2959-3004, 2004.

[3] F. Alvarez and U. J. Jermann, "Using asset prices to measure the cost of business cycles," Journal of Political Economy, vol. 112, pp. 1223-1256, 2004.

[4] A. Ang, M. Piazzesi, and M. Wei, "What does the yield curve tell us about gdp growth?," Journal of Econometrics, 2004. Forthcoming.

[5] O. P. Attanasio, J. Banks, and S. Tanner, "Asset holding and consumption volatility," Journal of Political Economy, vol. 110, pp. 771-792, 2002.

[6] R. Ball,...

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