Mortgage payments and equity premium puzzle
Year of publication: |
2022
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Authors: | Sing, Tien-foo ; Zou, Yiheng |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 376-388
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Subject: | Risk aversion | Equity premium puzzle | Household debt | Mortgage payments | Stochastic discount factor | Hypothek | Mortgage | Risikoprämie | Risk premium | CAPM | Risikoaversion | Equity-Premium-Puzzle | Theorie | Theory | Diskontierung | Discounting | Private Verschuldung | Private debt | Privater Haushalt | Household | Kapitaleinkommen | Capital income |
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