A class of asset pricing models governed by subordinate processes that signal economic shocks
Year of publication: |
2008
|
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Authors: | Jagannathan, Raj |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 12, p. 3820-3846
|
Subject: | CAPM | Schock | Shock | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Incomplete market | Devisenmarkt | Foreign exchange market | Theorie | Theory |
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