Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

DOI10.3982/ECTA18506zbMATH Open1489.91280OpenAlexW3121434721MaRDI QIDQ5087309FDOQ5087309

Zhipeng Liao, Xu Cheng, Winston Wei Dou

Publication date: 11 July 2022

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta18506

zbMATH Keywords

weak identificationconditional inferencerare disasterslong-run riskinformation imbalancestructural asset pricing

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (2)

• Life-cycle consumption and life insurance: empirical evidence from Italian survey
• Dark Matter in (Volatility and) Equity Option Risk Premiums

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