Habit formation and risk-free rate puzzle
Year of publication: |
2014
|
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Authors: | Choi, Wonnho |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 4, p. 155-170
|
Subject: | risk-free rate puzzle | proxy for a relatively risk-free rate | time-separable preferences | external habit ratio model | USA | United States | Theorie | Theory | Zinsstruktur | Yield curve | CAPM | Equity-Premium-Puzzle | Equity premium puzzle |
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