Asset holding and consumption volatility
By: Orazio Attanasio, James Banks, Sarah Tanner.
Contributors: Banks, James.; Tanner, Sarah.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6567; Working paper series (National Bureau of Economic Research) -- working paper no. 6567.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 30
Subjects: Capital assets pricing model.; Consumption (Economics) -- Great Britain -- Econometric models.; Stockholders -- Great Britain -- Econometric models.; Stock ownership -- Great Britain -- Econometric models.
Notes: JEL no. E21, G12.

"May 1998."

Includes bibliographical references (p. 26-27).

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Electronic version available via the Internet at the NBER World Wide Web site.