WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION

Publisher: Cambridge University Press

E-ISSN: 1469-8056|16|S2|252-266

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.16, Iss.S2, 2012-02, pp. : 252-266

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Abstract