Risk aversion, risk premia, and the labor margin with generalized recursive preferences
Year of publication: |
2018
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Authors: | Swanson, Eric T. |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 28.2018, p. 290-321
|
Subject: | Asset pricing | DSGE models | Epstein-Zin | Equity premium | Leisure | Multiplier preferences | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | CAPM | Präferenztheorie | Theory of preferences | Dynamisches Gleichgewicht | Dynamic equilibrium |
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