Does Heterogeneity in Risk Aversion Imply a Downward-Sloping Equity Term Structure?

Author:

Galindo Gil Hamilton

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference26 articles.

1. Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach;Yves Achdou;Review of Economics Studies,2022

2. News Shocks and the Production-Based Term Structure of Equity Returns;Hengjie Ai;Review of Financial Studies,2018

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

4. An Equilibrium Model with Restricted Stock Market Participation;Suleyman Basak;The Review of Financial Studies,1998

5. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior;John Y Campbell;Journal of Political Economy,1999

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