Consumption-based asset pricing with rare disaster risk
Year of publication: |
2014
|
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Authors: | Grammig, Joachim ; Sönksen, Jantje |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | equity premium | rare disaster risk | asset pricing | simulated method of moments |
Series: | CFS Working Paper Series ; 480 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 798287489 [GVK] hdl:10419/102697 [Handle] RePEc:zbw:cfswop:480 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; c58 |
Source: |
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
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