Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model

Erica X.N. Li, Haitao Li, Shujing Wang, Cindy Yu

Year of publication:	2019
Authors:	Li, Erica X. N. ; Li, Haitao ; Wang, Shujing ; Yu, Cindy
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 8, p. 3585-3604
Subject:	DSGE model \| Bayesian MCMC estimation \| stock returns \| neutral technology shock \| investment-specific technology shock \| monetary policy shock \| risk shock \| Schock \| Shock \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Geldpolitik \| Monetary policy \| Technischer Fortschritt \| Technological change \| Bayes-Statistik \| Bayesian inference \| DSGE-Modell \| Schätzung \| Estimation \| Real-Business-Cycle-Theorie \| Real business cycle model \| Stochastischer Prozess \| Stochastic process \| CAPM \| Kapitaleinkommen \| Capital income \| Risiko \| Risk \| Wirkungsanalyse \| Impact assessment \| Investition \| Investment

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/mnsc.2017.2999 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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