Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Hening Liu; Jianjun Miao
| Year of publication: |
2015
|
|---|---|
| Authors: | Liu, Hening ; Miao, Jianjun |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 69.2015, p. 70-89
|
| Subject: | Equity premium | Asset pricing | Business cycles | Disappointment aversion | Volatility risk | DSGE model | Markov switching | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Volatilität | Volatility | Markov-Kette | Markov chain | Konjunktur | Business cycle | Risikoaversion | Risk aversion | Risiko | Risk | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326683