The market price of risk and the equity premium : a legacy of the Great Depression?
Year of publication: |
2008
|
---|---|
Authors: | Cogley, Timothy ; Sargent, Thomas J. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 55.2008, 3, p. 454-476
|
Subject: | CAPM | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Lernprozess | Learning process | Theorie | Theory |
-
Asset prices and portfolio choice with learning from experience
Ehling, Paul, (2018)
-
Biased Bayesian Learning and the Risk-Free Rate Puzzle
Ludwig, Alexander, (2010)
-
Biased Bayesian learning and the risk-free rate puzzle
Ludwig, Alexander, (2009)
- More ...
-
COGLEY, Timothy, (2015)
-
Inflation-Gap Persistence in the US
Cogley, Timothy, (2010)
-
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
Cogley, Timothy, (2012)
- More ...