Return predictability and stock market crashes in a simple rational expectations model
Year of publication: |
2005
|
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Authors: | Lüders, Erik ; Franke, Günter |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Aggregate relative risk aversion | Equilibrium asset price processes | Excess Volatility | Return predictability | Stock market crashes |
Series: | CoFE Discussion Paper ; 05/05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 485079348 [GVK] hdl:10419/32183 [Handle] RePEc:zbw:cofedp:0505 [RePEc] |
Classification: | G12 - Asset Pricing |
Source: |
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