SZodixStudyAcademic Library

Shelves Open access

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

Asset Pricing with Persistence Risk · Study

ArticleShelves

ArticleAsset Pricing with Persistence Risk

Daniel Andrei2017

OA

Articlegreen2017

Asset Pricing with Persistence Risk

Daniel Andrei · Michael Hasler · Alexandre Jeanneret

25 citations·0/0 files stored·Review of Financial Studies

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 Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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 — 25 citations exist upstream.

References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1985A Theory of the Term Structure of Interest Rates 2009The Impact of Uncertainty Shocks 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 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 1987Expected stock returns and volatility 1989Business conditions and expected returns on stocks and bonds

Related works

Explore the map →

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

2017Asset Pricing with Disagreement and Uncertainty About the Length of Business Cyclesarticle · 28 shared references 2016Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidencearticle · 18 shared references 2016Asset Pricing When ‘This Time Is Different’article · 17 shared references 2018Ambiguity and the historical equity premiumarticle · 17 shared references 2016Parameter Learning in General Equilibrium: The Asset Pricing Implicationsarticle · 16 shared references 2018Pockets of Predictabilityarticle · 15 shared references

Details

Year2017

Typearticle

Published2017-01-01

VenueReview of Financial Studies

ISSN-L0893-9454

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1093/rfs/hhy121

openalex_workW2756367141

Links

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