Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10003962416
Persistent link: https://www.econbiz.de/10011435949
Persistent link: https://www.econbiz.de/10012164066
Persistent link: https://www.econbiz.de/10003328105
Persistent link: https://www.econbiz.de/10003833648
We present a tractable, linear model for the simultaneous pricing of stock and bond returns that incorporates stochastic risk aversion. In this model, analytic solutions for endogenous stock and bond prices and returns are readily calculated. After estimating the parameters of the model by the...
Persistent link: https://www.econbiz.de/10012780054
Persistent link: https://www.econbiz.de/10012545703
Persistent link: https://www.econbiz.de/10012631338
Persistent link: https://www.econbiz.de/10011787916
Persistent link: https://www.econbiz.de/10013475452