EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (Q4233500)
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scientific article; zbMATH DE number 1264566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
scientific article; zbMATH DE number 1264566 |
Statements
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (English)
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16 March 1999
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consumption-based asset pricing
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vector ARCH model
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equity-premium
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risk-free-rate puzzles
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