The Term Structures of Coentropy in International Financial Markets
Author:
Affiliation:
1. Isenberg School of Management, University of Massachusetts Amherst, Amherst, Massachusetts 01003
2. Kenan-Flagler Business School and Department of Economics, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599
Abstract
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Reference33 articles.
1. Valuation Risk and Asset Pricing
2. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
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4. Sources of Entropy in Representative Agent Models
5. Variance bounds on the permanent and transitory components of stochastic discount factors
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