Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
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- Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports 703, Federal Reserve Bank of New York.
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- Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
- Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
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- V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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- Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers 22520, National Bureau of Economic Research, Inc.
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- Koijen, Ralph & van Binsbergen, Jules, 2015. "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers 10633, C.E.P.R. Discussion Papers.
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More about this item
JEL classification:
- D90 - Microeconomics - - Micro-Based Behavioral Economics - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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