Kan, Raymond; Robotti, Cesare - Federal Reserve Bank of Atlanta - 2008
WORKING PAPER SERIES
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The Exact Distribution of the
Hansen-Jagannathan Bound … support from the National Bank Financial of Canada. The authors also thank
Wayne Ferson, Sergei Sarkissian, Tim Simin, Chu … Zhang, Guofu Zhou, and seminar participants at the Federal Reserve Bank of
Atlanta for helpful comments. The views …