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

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

    Research output: Working paperDiscussion paperOther research output

    55 Citations (Scopus)
    311 Downloads (Pure)
    Original languageEnglish
    Place of PublicationTilburg
    PublisherMicroeconomics
    Number of pages50
    Volume1997-07
    Publication statusPublished - 1997

    Publication series

    NameCentER Discussion Paper
    Volume1997-07

    Keywords

    • financial risk
    • international financial markets
    • capital asset pricing
    • excahnge rate
    • general equilibrium

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