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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
- In:
Econometrica
86
(
2018
)
2
,
pp. 617-654
Persistent link: https://www.econbiz.de/10012097934
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Risk Preferences and the Macroeconomic Announcement Premium
Ai, Hengjie
;
Bansal, Ravi
- In:
Econometrica
86
(
2018
)
4
,
pp. 1383-1430
Persistent link: https://www.econbiz.de/10012097949
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