Time-varying risk aversion and unexpected inflation
Michael W. Brandt; Kevin Q. Wang
| Year of publication: |
2003
|
|---|---|
| Authors: | Brandt, Michael W. ; Wang, Kevin Q. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 50.2003, 7, p. 1457-1498
|
| Subject: | Risikoaversion | Risk aversion | Inflationserwartung | Inflation expectations | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | CAPM |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001817498