EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (Q4233500)
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scientific article; zbMATH DE number 1264566
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| default for all languages | No label defined |
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| English | EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
scientific article; zbMATH DE number 1264566 |
Statements
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (English)
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16 March 1999
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consumption-based asset pricing
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vector ARCH model
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equity-premium
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risk-free-rate puzzles
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0.88453674
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0.87291014
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0.8622759
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0.85390604
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0.85289717
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0.8487367
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0.8462014
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0.84564996
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