Asset Prices and Time-Varying Risk
收藏NBER1988-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2780
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资源简介：
Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the
提供机构：
美国国家经济研究局
创建时间：
1988-12-01
