EXACT-SOLUTIONS FOR EXPECTED RATES OF RETURN UNDER MARKOV REGIME SWITCHING - IMPLICATIONS FOR THE EQUITY PREMIUM PUZZLE

被引：19

作者：

ABEL, AB ^{[1
]}

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1994年 / 26卷 / 03期

关键词：

D O I：

10.2307/2078006

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：345 / 361

页数：17

共 9 条

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[8] THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE [J].

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[9]

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