Pages that link to "Item:Q5427680"
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The following pages link to Rational Pessimism, Rational Exuberance, and Asset Pricing Models (Q5427680):
Displaying 16 items.
- Asset pricing and the role of macroeconomic volatility (Q470727) (← links)
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle (Q956541) (← links)
- Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle (Q1027384) (← links)
- An exploration of the effects of pessimism and doubt on asset returns. (Q1605411) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Level and slope of volatility smiles in long-run risk models (Q1657154) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
- Long-run risk and hidden growth persistence (Q1994292) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Bayesian estimation of long-run risk models using sequential Monte Carlo (Q2116359) (← links)
- Stock return and cash flow predictability: the role of volatility risk (Q2347721) (← links)
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
- Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller (Q4683602) (← links)
- Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
