Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

Author: Koijen Ralph S.J.   Lustig Hanno   Van Nieuwerburgh Stijn   Verdelhan Adrien  

Publisher: American Economic Association

ISSN: 0002-8282

Source: The American Economic Review, Vol.100, Iss.2, 2010-05, pp. : 552-556

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Abstract