Risks For the Long Run: Estimation with Time Aggregation
收藏NBER2012-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18305
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资源简介：
The long-run risks (LRR) asset pricing model emphasizes the role of low-frequency movements in expected growth and economic uncertainty, along with investor preferences for early resolution of uncertainty, as an important economic-channel that determines asset prices. In this paper, we estimate the
提供机构：
美国国家经济研究局
创建时间：
2012-08-01
