Substitution, Risk Aversion, Taste Shocks and Equity Premia
Year of publication: |
1996-07-03
|
---|---|
Authors: | Normandin, Michel ; St-Amour, Pascal |
Institutions: | EconWPA |
-
Lelo-de-Larrea, Alejandra, (2020)
-
European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads
Jobst, Andreas A., (2003)
-
Asymmetry in Tail Dependence of Equity Portfolios
Jondeau, Eric, (2010)
- More ...
-
An Empirical Analysis of U.S. Aggregate Portfolio Allocations
Normandin, Michel, (2005)
-
An empirical analysis of aggregate household portfolios
Normandin, Michel, (2008)
-
Recursive measures of total wealth and portfolio return
Normandin, Michel, (2005)
- More ...