International asset pricing with heterogeneous agents: Estimation and inference
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DOI: 10.1016/j.jempfin.2023.101459
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More about this item
Keywords
Heterogeneous agents; Consumption risk; Higher-order cumulants; Asset pricing;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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