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DP16958 Asset Pricing with and without Garbage: The Overlooked Triple-Hypothesis Problem 智库出版物
2022
作者:  George Korniotis;  Stefanos Delikouras
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Cross-section of expected returns  Epstein-zin preferences  Risk-free rate  Gmm  Consumption growth  
DP14588 Valuation Risk Revalued 智库出版物
2020
作者:  Oliver de Groot;  Alexander Richter;  Nathaniel Throckmorton
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Recursive utility  Asset pricing  Equity premium puzzle  Risk-free rate puzzle  
Accounting for macro-finance trends 智库出版物
2019
作者:  Emmanuel Farhi;  Francois Gourio
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Assets  Government bonds  return spread  Macro-finance  Risk-free rate  Tobin’s q  labour ratio  Capital ratio  
DP4090 The Impact of R&D Subsidies on the Introduction of New Products by Incumbent Firms 智库出版物
2003
作者:  Ralph Siebert
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C42  Equity premium  Risk-free rate  Aggregation of beliefs  Survey of professional forecasters  Livingston survey  
DP4013 Independent Yet Cooperative: The ECB 智库出版物
2003
作者:  Sylvester Eijffinger;  Edin Mujagic
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Risk-free  Rate  Intertemporal  Asset  Market  Expected  Price  Stock  Conditional  
DP1104 Growth and Macroeconomic Performance in Spain, 1939-93 智库出版物
1995
作者:  Leandro Prados de la Escosura
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Calibration  Consumption based capm  Equity premium  Model evaluation  Risk free rate  Term structure