Equilibrium asset pricing with short rate risk
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10203-024-00442-4.pdf
Reference37 articles.
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4. Bansal, R., Miller, S., Song, D., Yaron, A.: The term structure of equity risk premia. J. Financ. Econ. 142(3), 1209–1228 (2021)
5. Bansal, R., Kiku, D., Yaron, A.: An empirical evaluation of the long-run risks model for asset prices. Crit. Financ. Rev. 1, 183–221 (2012)
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