✦ LIBER ✦

Local substitution and habit persistence: matching the moments of the equity premium and the risk-free rate

✍ Scribed by Olivier Allais

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The interaction between the equity premi

✍ Simon Grant; John Quiggin 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 62 KB

The Properties of the Equity Premium and

✍ Fabio Canova and Gianni De Nicoló 📂 Article 📅 2003 🏛 Palgrave Publishers Ltd. 🌐 English ⚖ 731 KB

A Habit-Based Explanation of the Exchang

✍ ADRIEN VERDELHAN 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

THE EQUITY PREMIUM AND RISK-FREE RATE PU

✍ Shakill Hassan; Andrew Van Biljon 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 448 KB