Why do risk premia vary over time? : a theoretical investigation under habit formation
Year of publication: |
2012
|
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Authors: | De Paoli, Bianca ; Zabczyk, Pawel |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 16.2012, Suppl.2, p. 252-266
|
Subject: | Konjunktur | Business cycle | Erwartungsbildung | Expectation formation | Einkommenshypothese | Income hypothesis | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory |
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