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1
Risks for the long run :
estimation
with time aggregation
Bansal, Ravi
;
Kiku, Dana
;
Yaron, Amir
- In:
Journal of monetary economics
82
(
2016
),
pp. 52-69
Persistent link: https://www.econbiz.de/10011709475
Saved in:
2
Idiosyncratic risk and the equity premium : evidence from consumer expenditure survey
Cogley, Timothy
- In:
Journal of monetary economics
49
(
2002
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10001658802
Saved in:
3
The irreversibility premium
Chirinko, Robert S.
;
Schaller, Huntley
- In:
Journal of monetary economics
56
(
2009
)
3
,
pp. 390-408
Persistent link: https://www.econbiz.de/10003850566
Saved in:
4
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
5
Aggregate expected investment growth and stock market returns
Li, Jun
;
Wang, Huijun
;
Yu, Jianfeng
- In:
Journal of monetary economics
117
(
2021
),
pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
Saved in:
6
Risk premia and term premia in general equilibrium
Abel, Andrew B.
- In:
Journal of monetary economics
43
(
1999
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10001391192
Saved in:
7
The equity premium and the risk-free rate : matching the moments
Cecchetti, Stephen G.
- In:
Journal of monetary economics
31
(
1993
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001140293
Saved in:
8
The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert
- In:
Journal of monetary economics
40
(
1997
)
1
,
pp. 3-39
Persistent link: https://www.econbiz.de/10001228099
Saved in:
9
Monetary policy, doubts and asset prices
Benigno, Pierpaolo
;
Paciello, Luigi
- In:
Journal of monetary economics
64
(
2014
),
pp. 85-98
Persistent link: https://www.econbiz.de/10010462950
Saved in:
10
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
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