The peso problem hypothesis and stock market returns
From MaRDI portal
Publication:951490
DOI10.1016/S0165-1889(03)00041-1zbMath1179.91113MaRDI QIDQ951490
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G99: Actuarial science and mathematical finance
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Hidden persistent disasters and asset prices, Risk premia in general equilibrium, Properties of equilibrium asset prices under alternative learning schemes
Cites Work
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