International Asset Pricing with Recursive Preferences

Author:

COLACITO RICCARDO,CROCE MARIANO M.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference44 articles.

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2. Consumption and real exchange rates in dynamic exchange economies with nontraded goods;Backus;Journal of International Economics,1993

3. Bansal , Ravi Daka Kiku Amir Yaron 2010 Risks for the long run: Estimation and inference

4. A long-run risks explanation of predictability puzzles in bond and currency markets;Bansal;The Review of Financial Studies,2013

5. Risks for the long run: A potential resolution of asset pricing puzzles;Bansal;Journal of Finance,2004

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