Thumbnail Image
Item

The implications of first-order risk aversion for asset market risk premiums

Bekaert,G.R.J.
; 
Hodrick,R.
; 
Marshall,D.
Abstract
Description
Pagination: 50
Date
1997
Journal Title
Journal ISSN
Volume Title
Publisher
Microeconomics
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
BGHRJMDA5617101.pdf
Adobe PDF, 13.09 MB
Research Projects
Organizational Units
Journal Issue
Keywords
financial risk, international financial markets, capital asset pricing, excahnge rate, general equilibrium, E44 - Financial Markets and the Macroeconomy, G12 - Asset Pricing ; Trading Volume ; Bond Interest Rates, G15 - International Financial Markets
Citation
Bekaert, G R J, Hodrick, R & Marshall, D 1997 'The implications of first-order risk aversion for asset market risk premiums' CentER Discussion Paper, vol. 1997-07, Microeconomics, Tilburg.
URI
https://hdl.handle.net/20.500.14602/28703
Embedded videos