Local substitution and habit persistence : matching the moments of the equity premium and the risk-free rate
Year of publication: |
2004
|
---|---|
Authors: | Allais, Olivier |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 7.2004, 2, p. 265-296
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory | USA | United States | 1890-1999 |
-
Bianchi, Daniele, (2015)
-
Three essays in international finance and financial economics
Hu, Xiaoqiang, (1994)
-
Bekiros, Stelios, (2016)
- More ...
-
The Effects of a Fat Tax on French Households' Purchases: A Nutritional Approach
Allais, Olivier, (2010)
-
Mandatory labels, taxes and market forces: An empirical evaluation of fat policies
Allais, Olivier, (2012)
-
Incomplete Unemployment Insurance under Aggregate Fluctuations
Algan, Yann, (2004)
- More ...