Macroeconomic implications of time-varying risk premia
Year of publication: |
2012
|
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Authors: | Gourio, François |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | business cycles | credit spreads | Investment | rare events | risk premia |
Series: | ECB Working Paper ; 1463 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751906034 [GVK] hdl:10419/153896 [Handle] RePEc:ecb:ecbwps:20121463 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
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Macroeconomic implications of time-varying risk premia
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