EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS

DOI10.1017/S1365100597003076zbMath0918.90010MaRDI QIDQ4233500

No author found.

Publication date: 16 March 1999

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

consumption-based asset pricingequity-premiumrisk-free-rate puzzlesvector ARCH model

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Business-cycle consumption risk and asset prices

This page was built for publication: EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS