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DP13595 The Total Risk Premium Puzzle 智库出版物
2019
作者:  Oscar Jorda;  Moritz Schularick;  Alan M. Taylor
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consumption-based asset pricing  Equity premium  Housing premium  Risk aversion  
DP6529 Is Old Money Better than New? Duration and Monetary Regimes 智库出版物
2007
作者:  Andrew Rose;  Ilian Mihov
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Asset pricing puzzles  Consumption-based asset pricing  Learning  
DP4100 Growth Strategies 智库出版物
2003
作者:  Dani Rodrik
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Consumption-based asset pricing  Habit persistence  Recursive utility  Idiosyncratic risk  Multivariate garch