Learning, Rare Disasters, and Asset Prices
Year of publication: |
2013-11-01
|
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Authors: | Lu, Yang ; Siemer, Michael |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Rare disasters | Bayesian learning | equity premium puzzle | time-varying risk premia | return predictability |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Finance and Economics Discussion Series Number 2013-85 33 pages |
Classification: | D83 - Search, Learning, Information and Knowledge ; E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: |
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