Uninsured expense shocks and equity premia
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DOI: 10.1016/j.econmod.2016.05.009
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More about this item
Keywords
Equity premium; Uninsured expense risk; CCAPM;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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