Consumption-based asset pricing with rare disaster risk
Year of publication: |
2014
|
---|---|
Authors: | Grammig, Joachim ; Sönksen, Jantje |
Institutions: | Center for Financial Studies |
Subject: | equity premium | rare disaster risk | asset pricing | simulated method of moments |
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
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Consumption-based asset pricing with rare disaster risk
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Grammig, Joachim, (2014)
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Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
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