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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"--National Bureau of Economic Research web site.
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Subjects
Assets (Accounting), Econometric models, PricesShowing 2 featured editions. View all 2 editions?
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1
Long-run risks and financial markets
2007, National Bureau of Economic Research
electronic resource /
in English
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2 |
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Edition Notes
Title from PDF file as viewed on 7/31/2007.
Includes bibliographical references.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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- Created December 19, 2020
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