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

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Name	CentER Discussion Paper
Volume	1997-07

Keywords

@techreport{85c0b8222525440090af12aa49287b40,

title = "The implications of first-order risk aversion for asset market risk premiums",

keywords = "financial risk, international financial markets, capital asset pricing, excahnge rate, general equilibrium",

author = "G.R.J. Bekaert and R. Hodrick and D. Marshall",

note = "Pagination: 50",

year = "1997",

language = "English",

volume = "1997-07",

series = "CentER Discussion Paper",

publisher = "Microeconomics",

type = "WorkingPaper",

institution = "Microeconomics",

}

TY - UNPB

T1 - The implications of first-order risk aversion for asset market risk premiums

AU - Bekaert, G.R.J.

AU - Hodrick, R.

AU - Marshall, D.

N1 - Pagination: 50

PY - 1997

Y1 - 1997

KW - financial risk

KW - international financial markets

KW - capital asset pricing

KW - excahnge rate

KW - general equilibrium

M3 - Discussion paper

VL - 1997-07

T3 - CentER Discussion Paper

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

PB - Microeconomics

CY - Tilburg

ER -