Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate
Year of publication: |
2004
|
---|---|
Authors: | Allais, Olivier |
Published in: |
Review of Economic Dynamics. - Society for Economic Dynamics - SED. - Vol. 7.2004, 2, p. 265-296
|
Publisher: |
Society for Economic Dynamics - SED |
Subject: | Habit persistence and local substitution | equity premium | risk-free rate and volatility puzzles |
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