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~institution:"Money Macro and Finance Research Group"
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Money Macro and Finance Research Group
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Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
Kizys, Renatas
;
Spencer, Peter
-
Money Macro and Finance Research Group
-
2007
volatilities, we built our empirical study on the
stochastic
discount
factor
(SDF) model. As an innovative feature of our empirical …
Persistent link: https://www.econbiz.de/10004978125
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