SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Risks for the long run: Estimation with time aggregation · Study

ArticleShelves

ArticleRisks for the long run: Estimation with time aggregation

Ravi Bansal2016

Article2016

Risks for the long run: Estimation with time aggregation

Ravi Bansal · Dana Kiku · Amir Yaron

125 citations·0/0 files stored·Journal of Monetary Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 125 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1988Stock Prices, Earnings, and Expected Dividends 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory 1988Intertemporal Substitution in Consumption 1981Intertemporal Substitution in Consumption 1996Finite-Sample Properties of Some Alternative GMM Estimators

Cited by

2019Uncertainty Shocks as Second-Moment News Shocks 2016Parameter Learning in General Equilibrium: The Asset Pricing Implications 2022Volatility Expectations and Returns 2019Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty 2013Long-Run Risk and the Persistence of Consumption Shocks 2020Review Article: Perspectives on the Future of Asset Pricing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Risks For the Long Run: Estimation and Inference ⁄article · 16 shared references 2011Asset Pricing Tests with Long-run Risks in Consumption Growtharticle · 16 shared references 2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 15 shared references 2013Long-Run Risk and the Persistence of Consumption Shocksarticle · 14 shared references 2007Chapter 61 Intertemporal Substitution and Risk Aversionchapter · 13 shared references 2016Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidencearticle · 13 shared references

Details

Year2016

Typearticle

Published2016-07-17

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations125

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jmoneco.2016.07.003

openalex_workW1544343845

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

2018BKK the EZ Way: International Long-Run Growth News and Capital Flows