Search Results - subject:"Long Run Risks"

Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022

Persistent link: https://www.econbiz.de/10012816005

Suzuki, Masataka - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543974

Wei, Bin - 2021

I generalize the long-run risks (LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity …

Persistent link: https://www.econbiz.de/10012818998

Wei, Bin - 2021

I generalize the long-run risks (LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity …

Persistent link: https://www.econbiz.de/10012617667

Herskovic, Bernard; Kind, Thilo; Kung, Howard - In: Journal of financial economics 149 (2023) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10014331808

Dou, Winston Wei; Ji, Yan; Wu, Wei - 2019

Persistent link: https://www.econbiz.de/10012050935

Brandão, Diego; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 1, pp. 145-183

Persistent link: https://www.econbiz.de/10012210621

Li, Kai; Xu, Chenjie - In: China finance review international 12 (2022) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10013453608

Ruan, Xinfeng - In: International review of economics & finance : IREF 71 (2021), pp. 115-126

Persistent link: https://www.econbiz.de/10012627765

Barro, Robert J.; Jin, Tao - In: Review of economic dynamics 39 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012795072

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