Macroeconomic tail risks and asset prices
Year of publication: |
2020
|
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Authors: | Schreindorfer, David |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 8, p. 3541-3582
|
Subject: | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Dividende | Dividend | Privater Konsum | Private consumption | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Wirtschaftskrise | Economic crisis | USA | United States | 1930-2017 |
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