Substitution, risk aversion, taste shocks and equity premia
Year of publication: |
1998
|
---|---|
Authors: | Normandin, Michel |
Other Persons: | St.-Amour, Pascal (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 13.1998, 3, p. 265-281
|
Subject: | Risikoprämie | Risk premium | CAPM | Intertemporale Allokation | Intertemporal allocation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1959-1992 |
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