Long Run Risks, the Macroeconomy, and Asset Prices

Author:

Bansal Ravi1,Kiku Dana2,Yaron Amir3

Affiliation:

1. Fuqua School of Business, Duke University, 1 Towerview Drive, NC 27708, and National Bureau of Economic Research.

2. The Wharton School, University of Pennsylvania, 3620 Locust Walk, PA 19104.

3. The Wharton School, University of Pennsylvania, 3620 Locust Walk, PA 19104, and National Bureau of Economic Research.

Publisher

American Economic Association

Subject

Economics and Econometrics

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