Showing 1 - 10 of 198
Persistent link: https://www.econbiz.de/10001432321
Persistent link: https://www.econbiz.de/10003799933
Persistent link: https://www.econbiz.de/10003114211
Standard theoretical model cannot generate positive and large real bond risk premium under power utility preferences. Following recent developments in equity premium literature we explore bond premium in a long run risk environment with generalized isoleastic preferences. This approach explains...
Persistent link: https://www.econbiz.de/10003783841
Persistent link: https://www.econbiz.de/10001160192
Persistent link: https://www.econbiz.de/10013439125
Persistent link: https://www.econbiz.de/10000873672
Persistent link: https://www.econbiz.de/10003330368
Persistent link: https://www.econbiz.de/10003310585
Persistent link: https://www.econbiz.de/10001107791