Cohort Effects on Expected Co-Movement
收藏NBER2022-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29949
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资源简介：
The covariance of asset returns with economic states of the world is a fundamental input to asset pricing models. Using a semi-annual survey of forecasts by a panel of U.S. economists over more than 70 years, we infer forecaster beliefs about covariance between the S&P index and macro-economic
提供机构：
美国国家经济研究局
创建时间：
2022-04-01
