Asset Pricing in the Frequency Domain: Theory and Empirics
收藏NBER2013-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19416
下载链接
链接失效反馈官方服务：
资源简介：
In affine asset pricing models, the innovation to the pricing kernel is a function of innovations to current and expected future values of an economic state variable, for example consumption growth, aggregate market returns, or short-term interest rates. The impulse response of this priced variable
提供机构：
美国国家经济研究局
创建时间：
2013-09-01
