Long run risks, the macroeconomy, and asset prices
Year of publication: |
2010
|
---|---|
Authors: | Bansal, Ravi ; Kiku, Dana ; Yaron, Amir |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 100.2010, 2, p. 542-546
|
Subject: | Wirtschaftswachstum | Economic growth | Erwartungsbildung | Expectation formation | Volatilität | Volatility | Börsenkurs | Share price | Risikoprämie | Risk premium | CAPM | USA | United States | 1929-2008 |
-
Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi, (2010)
-
Long-Run risks and financial markets
Bansal, Ravi, (2007)
-
Long-run risks and financial markets
Bansal, Ravi, (2007)
- More ...
-
Risks for the long run : estimation and inference
Bansal, Ravi, (2007)
-
An empirical evaluation of the long-run risks model for asset prices
Bansal, Ravi, (2009)
-
Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi, (2010)
- More ...