Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Year of publication: |
2015
|
---|---|
Authors: | Liu, Hening ; Miao, Jianjun |
Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 69.2015, C, p. 70-89
|
Publisher: |
Elsevier |
Subject: | Equity premium | Asset pricing | Business cycles | Disappointment aversion | Volatility risk | DSGE model | Markov switching |
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