On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Tomás E. Caravello, John Driffill, Turalay Kenc, Martin Sola
| Year of publication: |
2024
|
|---|---|
| Authors: | Caravello, Tomás E. ; Driffill, John ; Kenç, Turalay ; Sola, Martin |
| Subject: | Equity risk premium | Intrinsic bubbles | Macroeconomic risk | Markov chain | Stochastic differential utility | Risikoprämie | Risk premium | Spekulationsblase | Bubbles | Theorie | Theory | Risiko | Risk | Markov-Kette | CAPM | Risikoaversion | Risk aversion | Schock | Shock | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2024.104919 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015051271