Open AccessRisk, Uncertainty, and Asset Prices
Author(s) -
Geert Bekaert,
Eric Engström,
Youqiang Xing
Publication year - 2005
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2005.40
Subject(s) - econometrics , economics , dividend , volatility (finance) , capital asset pricing model , equity premium puzzle , risk premium , equity (law) , salient , variance risk premium , financial economics , variance (accounting) , stochastic volatility , volatility risk premium , computer science , finance , accounting , artificial intelligence , political science , law