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

G.R.J. Bekaert, R. Hodrick, D. Marshall

    Research output: Contribution to journalArticleScientificpeer-review

    55 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)3-39
    Number of pages36
    JournalJournal of Monetary Economics
    Volume40,
    Publication statusPublished - 1997

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