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An Equilibrium Term Structure Model with Recursive Preferences
DOI:10.1257/aer.100.2.557.png)
摘要
En
Keyword:
AFFINE MODELS
LONG-RUN
RISK
CONSUMPTION
PUZZLES
PREMIA
期刊
IF:
11.6
论文数:
5.0K
被引数:
7.5W
机构
引用论文
SUBSTITUTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF CONSUMPTION AND ASSET RETURNS - A THEORETICAL FRAMEWORK
ECONOMETRICA
IF7.1
Risks for the long run: A potential resolution of asset pricing puzzles长期风险: 资产定价难题的潜在解决方案
JOURNAL OF FINANCE
IF9.5
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