Utility-implied term structures of equity risk premia
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DOI: 10.1016/j.econlet.2024.111947
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More about this item
Keywords
Asset pricing; Equity risk premium term structure; Frequency domain;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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