Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium
Year of publication: |
1997
|
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Authors: | Kurz, Mordecai |
Publisher: |
Milano : Fondazione Eni Enrico Mattei (FEEM) |
Subject: | state space | endogenous uncertainty | rational beliefs | rational belief equilibrium | individual state of belief | social states of belief | OLG economy | correlation among beliefs | volatility measures | equity risk premium | riskless rate |
Series: | Nota di Lavoro ; 70.1997 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/154833 [Handle] |
Classification: | D58 - Computable and Other Applied General Equilibrium Models ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: |
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