Ambiguity and the historical equity premium
dc.contributor.author | Collard, F | en_US |
dc.contributor.author | Mukerji, S | en_US |
dc.contributor.author | Sheppard, K | en_US |
dc.contributor.author | Tallon, J-M | en_US |
dc.date.accessioned | 2018-08-24T14:22:31Z | |
dc.date.available | 2017-11-23 | en_US |
dc.date.issued | 2018-07 | en_US |
dc.date.submitted | 2018-01-03T16:29:35.716Z | |
dc.identifier.issn | 1759-7323 | en_US |
dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/43804 | |
dc.format.extent | 945 - 993 | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartof | QUANTITATIVE ECONOMICS | en_US |
dc.rights | CC-BY-NC | |
dc.subject | Ambiguity aversion | en_US |
dc.subject | asset pricing | en_US |
dc.subject | equity premium puzzle | en_US |
dc.subject | time-varying uncertainty | en_US |
dc.subject | uncertainty shocks | en_US |
dc.title | Ambiguity and the historical equity premium | en_US |
dc.type | Article | |
dc.rights.holder | © 2018 The Authors. | |
dc.identifier.doi | 10.3982/QE708 | en_US |
pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000441706700013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
pubs.issue | 2 | en_US |
pubs.notes | Not known | en_US |
pubs.publication-status | Published | en_US |
pubs.volume | 9 | en_US |
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Economics and Finance [371]