An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
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- Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, vol. 1(1), pages 183-221, January.
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More about this item
JEL classification:
- E0 - Macroeconomics and Monetary Economics - - General
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2009-11-21 (Business Economics)
- NEP-CBA-2009-11-21 (Central Banking)
- NEP-MAC-2009-11-21 (Macroeconomics)
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