Risks for the long run : estimation with time aggregation
Ravi Bansal, Dana Kiku, Amir Yaron
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Bansal, Ravi ; Kiku, Dana ; Yaron, Amir |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 82.2016, p. 52-69
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| Subject: | Long-run risks | Time-aggregation | Asset prices | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Aggregation | Intertemporale Entscheidung | Intertemporal choice | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2016.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011709475