Macro-finance decoupling: robust evaluations of macro asset pricing models (Q5087309)
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scientific article; zbMATH DE number 7554985
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| English | Macro-finance decoupling: robust evaluations of macro asset pricing models |
scientific article; zbMATH DE number 7554985 |
Statements
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models (English)
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11 July 2022
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conditional inference
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information imbalance
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long-run risk
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rare disasters
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structural asset pricing
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weak identification
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0.7353824377059937
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0.7072486281394958
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0.7006597518920898
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0.6910903453826904
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