How does a pay-as-you-go system affect asset returns and the equity premium?
Year of publication: |
2014
|
---|---|
Authors: | Olovsson, Conny |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 17.2014, 1, p. 131-149
|
Subject: | Social security | Asset prices | The equity premium puzzle | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Umlageverfahren | Pay-as-you-go | Börsenkurs | Share price | Gesetzliche Rentenversicherung | Public pension system |
-
Changes in risk and asset prices
Schlesinger, Harris, (2001)
-
Costa, Carlos E. da, (2013)
-
Ambiguity, long-run risks, and asset prices
Wei, Bin, (2021)
- More ...
-
Oil prices in a real-business-cycle model with precautionary demand for oil
Olovsson, Conny, (2016)
-
International business cycles: Quantifying the effects of a world market for oil
Gars, Johan, (2017)
-
Olovsson, Conny, (2023)
- More ...