The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Year of publication: |
August 2020
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Authors: | Pépin, Dominique ; Miller, Stephen M. |
Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
Subject: | Time-varying risk aversion | Price-dividend ratio | Short-term interest rate | Return predictors | USA | United States | Risikoaversion | Risk aversion | Schätzung | Estimation | Zins | Interest rate | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Risikoprämie | Risk premium | Aktienmarkt | Stock market | CAPM | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | Working papers / University of Connecticut, Department of Economics. - Storrs, Conn., ZDB-ID 2161689-9. - Vol. 2020, 09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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