Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences-Reference-Cited by-同舟云学术

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Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Doh Taeyoung,Wu Shu

Publisher

Elsevier BV

Reference29 articles.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles;R Bansal;Journal of Finance,2004

2. The Asset Pricing-Macro Nexus and Return-Cash Flow Predictability

3. Consumption, DIvidend and the Cross-section of Equity Returns;R Bansal;Journal of Finance,2005

4. Tational Perssimism, Rational Exhuberance and Asset Pricing Models;R Bansal;Review of Financial Studies,2007

5. Cointegration and Consumption Risks in Equity Returns;R Bansal;Review of Financial Studies,2009

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