Asset Pricing in the International Economy /
This paper presents a statistical and economic interpretation of the low and often economically implausible risk aversion estimates obtained for fixed income assets throughout the finance literature. For a statistical interpretation, Monte Carlo simulations are used to demonstrate that specification...
| Hovedforfatter: | Barrionuevo, Jose |
|---|---|
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
1993.
|
| Serier: | IMF Working Papers; Working Paper ;
No. 1993/015 |
| Online adgang: | Full text available on IMF |
Lignende værker
Lignende værker
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Financial Markets and Asset Pricing
af: #N/A
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Financial Markets and Asset Pricing
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