Long-Run Risks and Financial Markets
收藏NBER2007-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13196
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资源简介：
The recently developed long-run risks asset pricing model shows that concerns about long-run expected growth and time-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can account for the risk premia and asset price
提供机构：
美国国家经济研究局
创建时间：
2007-06-01
