Risk Price Dynamics
收藏NBER2009-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w15506
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资源简介：
We present a novel approach to depicting asset pricing dynamics by characterizing shock exposures and prices for alternative investment horizons. We quantify the shock exposures in terms of elasticities that measure the impact of a current shock on future cash-flow growth. The elasticities are
提供机构：
美国国家经济研究局
创建时间：
2009-11-01
