Risks for the long run: Estimation with time aggregation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Habit , Long Run Risks , Prospect ?

We use Bayesian statistical methods to compare the habit persistence asset pricing model of Campbell and Cochrane, the long run risks model of Bansal and Yaron, and the prospect theory model of Barberis, Huang, and Santos. We undertake two types of comparisons, relative and absolute, over two sample periods, 1930–2008 and 1950–2008, using two series, univariate U.S. stock returns and bivariate ...

متن کامل

Temporal Risk Aversion and Long Run Risks

Agents with standard, time-separable preferences do not care about the temporal distribution of risk. This is a strong assumption. For example, it seems plausible that a consumer may …nd persistent shocks to consumption less desirable than uncorrelated ‡uctuations. Such a consumer is said to exhibit temporal risk aversion. This paper examines the implications of temporal risk aversion for asset...

متن کامل

Long-Run Risks and Financial Markets

The recently developed long-run risks asset pricing model shows that concerns about long-run expected growth and time-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can account for the risk premia and asset price fluctuations. In addition, the model can empirically account for the cross-sectional differences in ass...

متن کامل

Long Run Risks, the Macroeconomy, and Asset Prices

Ravi Bansal and Amir Yaron (2004) developed the Long Run Risk (LRR) model which emphasizes the role of long run risks, that is, low-frequency movements in consumption growth rates and volatility, in accounting for a wide range of asset pricing puzzles. In this article we present a generalized LRR model, which allows us to study the role of cyclical fluctuations and macroeconomic crises on asset...

متن کامل

A Long-run Risks Model with Long- and Short-run Volatilities: Explaining Predictability and Volatility Risk Premium

We are grateful to Doron Avramov, Ravi Bansal, Jason Beeler, Geert Bekaert, Tim Bollerslev, Long Chen, Peter Christoffersen, Bjørn Eraker, Satadru Hore, Hong Liu, Zhongjin Lu, Ivan Shaliastovich, Jack Strauss, George Tauchen, Hao Zhou, and seminar participants at East China University of Science and Technology, National University of Singapore, Tsinghua University, and CKGSB 2009 summer worksho...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Monetary Economics

سال: 2016

ISSN: 0304-3932

DOI: 10.1016/j.jmoneco.2016.07.003