Examining macroeconomic models through the lens of asset pricing
Year of publication: |
2014
|
---|---|
Authors: | Borovička, Jaroslav ; Hansen, Lars Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 183.2014, 1, p. 67-90
|
Subject: | Shock elasticities | Dynamic value decomposition | Risk premia | Perturbation methods | Markov models | Theorie | Theory | Risikoprämie | Risk premium | Schock | Shock | Markov-Kette | Markov chain | CAPM | Schätzung | Estimation | Makroökonometrie | Macroeconometrics | Börsenkurs | Share price |
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