Long Run Risks, the Macroeconomy, and Asset Prices

被引:54
作者
Bansal, Ravi [1 ,2 ]
Kiku, Dana [3 ]
Yaron, Amir [2 ,3 ]
机构
[1] Duke Univ, Fuqua Sch Business, Durham, NC 27708 USA
[2] Natl Bur Econ Res, Cambridge, MA 02138 USA
[3] Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
关键词
PRICING-MODELS; CONSUMPTION; RETURNS;
D O I
10.1257/aer.100.2.542
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:542 / 546
页数:5
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