Asset pricing and the role of macroeconomic volatility
Year of publication: |
2014
|
---|---|
Authors: | D'Addona, Stefano ; Giannikos, Christos |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 2, p. 197-215
|
Subject: | Asset pricing | Real Business Cycle Models | Recursive preferences | Markov switching models | Börsenkurs | Share price | Volatilität | Volatility | Real-Business-Cycle-Theorie | Real business cycle model | Konjunktur | Business cycle | CAPM | Markov-Kette | Markov chain |
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