Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
type: Item
instance of: scholarly article
title: Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
zbMATH Open document ID: 1489.91280
DOI: 10.3982/ECTA18506
author: Xu Cheng
author: Winston Wei Dou
author: Zhipeng Liao
published in: Econometrica
publication date: 2022-07-11T00:00:00Z
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 7554985
zbMATH Keywords: conditional inference
zbMATH Keywords: information imbalance
zbMATH Keywords: long-run risk
zbMATH Keywords: rare disasters
zbMATH Keywords: structural asset pricing
zbMATH Keywords: weak identification
MaRDI profile type: MaRDI publication profile
full work available at URL: ecta18506
OpenAlex ID: W3121434721
description: scientific article; zbMATH DE number 7554985