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The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices

The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices

Articles, Financial Economics, Mathematical and Quantitative Methods, Microeconomics

Faria, Gonçalo and João Correia-da-Silva (2012); “The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices“, Annals of Finance, 8(4), pp. 507-531.

Artigo seguinte: Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour

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