Open AccessPrecautionary Volatility and Asset Prices
Author(s) -
Andrew Y. Chen
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.59
Subject(s) - economics , volatility (finance) , predictability , econometrics , precautionary savings , dividend , consumption (sociology) , equity (law) , equity premium puzzle , capital asset pricing model , financial economics , monetary economics , market liquidity , finance , mathematics , statistics , social science , sociology , law , political science