Examining macroeconomic models through the lens of asset pricing
Jaroslav Borovička; Lars Peter Hansen
| 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 | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506087