Macro-finance decoupling : robust evaluations of macro asset pricing Models
Year of publication: |
May 24, 2020
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Authors: | Cheng, Xu ; Dou, Winston Wei ; Liao, Zhipeng |
Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
Subject: | Asset Pricing | Conditional Inference | Disaster risk | Long-Run Risk | Factor Models | Specification Test | Weak Identification | CAPM | Risikoprämie | Risk premium | Risiko | Risk | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 30 Seiten) Illustrationen |
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Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 20, 019 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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