Ambiguity and the historical equity premium (Q4586365)
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scientific article; zbMATH DE number 6935884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguity and the historical equity premium |
scientific article; zbMATH DE number 6935884 |
Statements
Ambiguity and the historical equity premium (English)
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13 September 2018
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ambiguity aversion
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asset pricing
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equity premium puzzle
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time-varying uncertainty
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uncertainty shocks
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