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~institution:"Banca d'Italia"
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FINANCIAL MARKET
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financial crisis
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systemic risk
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inflation risk premium
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option pricing
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The Equity Premium Is No Puzzle.
Kurz, M.
;
Beltratti, A.
-
Banca d'Italia
-
1996
We examine the equity premium pizzle with the prespective of the theory of Rational Beliefs Equilibrium (RBE) and show that from the perspective of this theory there is no puzzle.
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