Chinese Consumption Shocks and U.S. equity returns
China's consumption risk significantly influences U.S. equity returns, with a two-factor model explaining 40% of the variation.
Featured in No. 26 on 15 Nov 2023 · 5 days after release · 0 citations today
- Released
- 10 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4629366
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).