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Long-Run risks and financial markets
Bansal, Ravi - 2007
-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …
Persistent link: https://www.econbiz.de/10003495605
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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - 2012
Persistent link: https://www.econbiz.de/10009687279
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Model disagreement and economic outlook
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - 2014
Persistent link: https://www.econbiz.de/10010372567
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Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011485635
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Wealth and volatility
Heathcote, Jonathan; Perri, Fabrizio - 2015
Persistent link: https://www.econbiz.de/10010500665
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What drives firm-level stock returns?
Vuolteenaho, Tuomo - 2001
Persistent link: https://www.econbiz.de/10001578203
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R-squared and the economy
Morck, Randall; Yeung, Bernard; Yu, Wayne - 2013
Persistent link: https://www.econbiz.de/10009745239
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Are sticky prices costly? : evidence from the stock market
Gorodnichenko, Yuriy; Weber, Michael - 2013
Persistent link: https://www.econbiz.de/10009729800
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Endogenous dividend dynamics and the term structure of dividend strips
Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012
Persistent link: https://www.econbiz.de/10009666681
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Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010339678