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"The recently developed long-run risks asset pricing model shows that concerns about long-run expected growth and time-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can account for the risk premia and asset price fluctuations. In addition, the model can empirically account for the cross-sectional differences in asset returns. Hence, the long-run risks model provides a coherent and systematic framework for analyzing financial markets."--abstract.
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Subjects
Assets (Accounting), Econometric models, PricesShowing 2 featured editions. View all 2 editions?
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Long-run risks and financial markets
2007, National Bureau of Economic Research
electronic resource /
in English
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Edition Notes
"June 2007"
Includes bibliographical references (p. 21-24).
Also available in PDF from the NBER world wide web site (www.nber.org).
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- Created September 29, 2008
- 3 revisions
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December 15, 2009 | Edited by WorkBot | link works |
April 25, 2009 | Edited by ImportBot | add OCLC number |
September 29, 2008 | Created by ImportBot | Imported from Oregon Libraries MARC record |