The implications of first-order risk aversion for asset market risk premiums
Year of publication: |
1997
|
---|---|
Authors: | Bekaert, G.R.J. ; Hodrick, R. ; Marshall, D. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | financial risk | international financial markets | capital asset pricing | excahnge rate | general equilibrium |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 1997-07 |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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