The long term equilibrium interest rate and risk premiums under uncertainty
Year of publication: |
2011-02-28
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Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Dynamic equilibrium | the Lucas model | term structure | CIR | pure exchange | production economy | equity premium puzzle | risk free rate puzzle | climate models | Stern Review |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Discussion Papers Number 2011/4 34 pages |
Classification: | D00 - Microeconomics. General ; G00 - Financial Economics. General |
Source: |
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