The implications of first-order risk aversion for asset market risk premiums
| Year of publication: |
1997
|
|---|---|
| Authors: | Bekaert, G.R.J. ; Hodrick, R. ; Marshall, D. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | financial risk | international financial markets | capital asset pricing | excahnge rate | general equilibrium |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1997-07 |
| Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10011090886