Pessimistic beliefs under rational learning : quantitative implications for the equity premium puzzle
Year of publication: |
Jan. 2005
|
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Other Persons: | Guidolin, Massimo (contributor) |
Institutions: | Federal Reserve Bank of St. Louis (contributor) |
Subject: | Risikoprämie | Risk premium | Lernprozess | Learning process | Finanzmarkt | Financial market | Strukturbruch | Structural break | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Schätzung | Estimation | USA | United States | 1938-1999 |
Extent: | Online-Ressource, 33 p., text ill |
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Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2005,005 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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