Macro-finance decoupling : robust evaluations of macro asset pricing models
Xu Cheng, Winston Wei Dou, Zhipeng Liao
| Year of publication: |
2022
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|---|---|
| Authors: | Cheng, Xu ; Dou, Winston Wei ; Liao, Zhipeng |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 90.2022, 2, p. 685-713
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| Subject: | Conditional inference | information imbalance | long-run risk | rare disasters | structural asset pricing | weak identification | CAPM | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | Schock | Shock | Risiko | Risk | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA18506 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013190093