Measuring time-varying economic fears with consumption-based stochastic discount factors
Year of publication: |
2007-04
|
---|---|
Authors: | Nieto, Belén ; Rubio, Gonzalo |
Institutions: | Department of Economics and Business, Universitat Pompeu Fabra |
Subject: | Stochastic discount factor | economic fears | distance between probability measures | volatility of stochastic discount factor | consumption |
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