Higher-order effects in asset-pricing models with long-run risks

By Walt Pohl, Karl Schmedders, Ole Wilms. 2018

88 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f134ced85b99f1e32a63ba619965e8b1ffbd6ffe