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