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  • Search: subject:"Equity Term Structure"
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Year of publication
Subject
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Affine Factor Models 1 Asset Pricing 1 Asset pricing 1 Business cycle 1 Börsenkurs 1 CAPM 1 Capital income 1 Consumption CAPM 1 Dividend 1 Dividende 1 Equity Term Structure 1 Estimation 1 Financial Econometrics 1 Financial economics 1 Forex 1 GARCH 1 Kapitaleinkommen 1 Kapitalmarkttheorie 1 Konjunktur 1 Markov chain 1 Markov-Kette 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Share price 1 Stochastic Discount Factors 1 Yield curve 1 Zinsstruktur 1 business cycle phases 1 dividend strips 1 equity term struc-ture 1 regime switching 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Bansal, Ravi 1 Miller, Shane 1 Smith, Peter N 1 Song, Dongho 1 Wickens, Michael R 1 Yaron, Amir 1
Institution
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Department of Economics and Related Studies, University of York 1
Published in...
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Discussion Papers / Department of Economics and Related Studies, University of York 1 Working papers / Rodney L. White Center for Financial Research 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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The term structure of equity risk premia
Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - 2019
Persistent link: https://www.econbiz.de/10012174202
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Cover Image
Asset Pricing with Observable Stochastic Discount Factors.
Smith, Peter N; Wickens, Michael R - Department of Economics and Related Studies, University …
The stochastic discount factor model provides a general framework for pricing assets. By specifying the discount factor suitably it encompasses most of the theories currently in use, including CAPM and consumption CAPM. The SDF model has been based on the use of single and multiple factors, and...
Persistent link: https://www.econbiz.de/10005328496
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