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Distribution Risk and Equity Returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - Institut für Schweizerisches Bankwesen <Zürich> - 2005
In this paper we entertain the hypothesis that observed variations in income shares are the result of changes in the balance of power between workers and capital owners in labor relations. We show that this view implies that income share varia tions represent a risk factor of first-order...
Persistent link: https://www.econbiz.de/10005858727
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Distribution Risk and Equity Returns
Danthine, Jean-Pierre; Donaldson, John B; Siconolfi, Paolo - C.E.P.R. Discussion Papers - 2005
In this paper we entertain the hypothesis that observed variations in income shares are the result of changes in the balance of power between workers and capital owners in labour relations. We show that this view implies that income share variations represent a risk factor of first-order...
Persistent link: https://www.econbiz.de/10005791891
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Distribution Risk and Equity Returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - Départment d'économétrie et d'économie politique … - 2005
In this paper we entertain the hypothesis that observed variations in income shares are the result of changes in the balance of power between workers and capital owners in labor relations. We show that this view implies that income share variations represent a risk factor of ¯rst-order...
Persistent link: https://www.econbiz.de/10005518823
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Distribution risk and equity returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - 2006
Persistent link: https://www.econbiz.de/10003284984
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Distribution risk and equity returns
Danthine, Jean-Pierre (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003287296
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Distribution risk and equity returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - In: Handbook of the equity risk premium, (pp. 415-462). 2008
Persistent link: https://www.econbiz.de/10003598727
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Distribution risk and equity returns: discussion
Jermann, Urban J. - In: Handbook of the equity risk premium, (pp. 463-466). 2008
Persistent link: https://www.econbiz.de/10003598742
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Distribution Risk and Equity Returns
Donaldson, John B. - 2011
In this chapter we entertain the hypothesis that observed variations in income shares are the result of changes in the balance of power between workers and capital owners in labor relations. We show that this view implies that income share variations represent a risk factor of first-order...
Persistent link: https://www.econbiz.de/10012757039
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Distribution Risk and Equity Returns
Danthine, Jean-Pierre - 2011
In this chapter we entertain the hypothesis that observed variations in income shares are the result of changes in the balance of power between workers and capital owners in labor relations. We show that this view implies that income share variations represent a risk factor of first-order...
Persistent link: https://www.econbiz.de/10012714661