Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles

Since the 1990s, many economists have taken different approaches towards resolving the risk premium and risk free rate puzzles. Identifying causes of these two puzzles can help investors, regulators and policy makers in finding out determinants of the asset prices in financial markets and thereby sh...

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Principais autores:	Mohammad Feghhi Kashani, zahra ziyaee
Formato:	Artigo
Idioma:	Persa
Publicado em:	Institute for Management and Planning Studies 2024-05-01
Colecção:	برنامه‌ریزی و بودجه
Assuntos:	ambiguity variable investment opportunities continuous-time general equilibrium model heterogeneous agents equity premium puzzle risk free rate puzzle.
Acesso em linha:	http://jpbud.ir/article-1-2286-en.pdf
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