Similar Search Results

Affine models of currency pricing

Backus, David; Foresi, Silverio; Telmer, Chris I. - 1996

Persistent link: https://www.econbiz.de/10000593226

Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks

Storesletten, Kjetil; Telmer, Chris I.; Yaron, Amir - In: Handbook of the equity risk premium, (pp. 565-590). 2008

Persistent link: https://www.econbiz.de/10003599087

Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion

Duffie, Darrell - In: Handbook of the equity risk premium, (pp. 591-592). 2008

Persistent link: https://www.econbiz.de/10003599091

'First order' risk aversion and the equity premium puzzle

Epstein, Larry G.; Zin, Stanley E. - 1989

Persistent link: https://www.econbiz.de/10000785554

Risk premiums in the term structure : evidence from artificial economies

Backus, David K.; Gregory, Allan W.; Zin, Stanley E. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10003478954

Arbitrage-free bond pricing with dynamic macroeconomic models

Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - 2007

We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural...