Macro-Finance*
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Publication:4555666
DOI10.1093/rof/rfx010zbMath1402.91979OpenAlexW4253661785MaRDI QIDQ4555666
Publication date: 20 November 2018
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfx010
Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)
Related Items (9)
Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing ⋮ UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION ⋮ Extrapolative asset pricing ⋮ Slow-moving capital and stock returns ⋮ Portfolio selections under mean-variance preference with multiple priors for means and variances ⋮ The role of household debt and delinquency decisions in consumption-based asset pricing ⋮ A generalization of Ramsey rule on discount rate with regime switching ⋮ Probability weighting and default risk: a possible explanation for distressed stock puzzles ⋮ Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
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