Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (Q5393923)

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scientific article; zbMATH DE number 5066855
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Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
scientific article; zbMATH DE number 5066855

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    Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (English)
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    24 October 2006
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    pricing kernel
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    stochastic discount factor
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    permanent component
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    unit roots
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