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Rare events and long-run risks()
Rare events (RE) and long-run risks (LRR) are complementary approaches for characterizing macroeconomic variables and understanding asset pricing. We estimate a model with RE and LRR using long-term consumption data for 42 economies, identify these two types of risks simultaneously from the data, an...
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| Publicado no: | Rev Econ Dyn |
|---|---|
| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier Inc.
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7440026/ https://ncbi.nlm.nih.gov/pubmed/32843834 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.red.2020.08.002 |
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