Extreme inflation and time-varying expected consumption growth
Ilya Dergunov, Christoph Meinerding, Christian Schlag
| Year of publication: |
2023
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|---|---|
| Authors: | Dergunov, Ilya ; Meinerding, Christoph ; Schlag, Christian |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 5, p. 2972-3002
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| Subject: | disaster risk | filtering | inflation | long-run risk | recursive utility | Theorie | Theory | Inflation | Risiko | Risk | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Equity-Premium-Puzzle | Equity premium puzzle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4451 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305472