Intertemporal Substitutability, Risk Aversion and Asset Prices
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- Dominique Pépin, 2015. "Intertemporal Substitutability, Risk aversion and Asset Prices," Economics Bulletin, AccessEcon, vol. 35(4), pages 2233-2241.
- Dominique Pepin, 2015. "Intertemporal Substitutability, Risk Aversion and Asset Prices," Papers 1505.07210, arXiv.org, revised Nov 2015.
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Keywords
stock market panics; risk aversion; elasticity of intertemporal substitution; asset prices; CCAPM;All these keywords.
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