Publications of Dana Kiku    :chronological  combined  bibtex listing:

Working Papers

1. with Ravi Bansal and Robert Dittmar, Cointegration and Consumption Risks in Asset Returns (March, 2006)  [abs]
2. Is the Value Premium a Puzzle? (Fall, 2005)  [abs]
3. with Ravi Bansal, Long-Run Asset Allocation (June, 2006)  [abs]
4. Trend/Cycle Risks: Decomposition and Premia (2003)  [abs]