Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
Year of publication: |
February 2015
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Authors: | Alonso, Irasema ; Prado, Mauricio |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 51.2015, p. 78-92
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Subject: | Ambiguity aversion | Equity premium | Consumption fluctuations | Theorie | Theory | Risikoaversion | Risk aversion | CAPM | Risikoprämie | Risk premium | Privater Konsum | Private consumption |
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