Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk
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More about this item
Keywords
incomplete markets; idiosyncratic risk; production economy; risk premium;All these keywords.
JEL classification:
- E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2018-09-10 (Dynamic General Equilibrium)
- NEP-MAC-2018-09-10 (Macroeconomics)
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