Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices

2009 ◽  
Author(s):  
Marco Bonomo ◽  
René Garcia ◽  
Nour Meddahi ◽  
Romeo Tedongap
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Disappointment Aversion ◽  
Long Run Risks

scholarly journals Long Run Risks, the Macroeconomy, and Asset Prices

2010 ◽  
Vol 100 (2) ◽  
pp. 542-546 ◽  
Author(s):  
Ravi Bansal ◽  
Dana Kiku ◽  
Amir Yaron
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Long Run Risks

scholarly journals Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices

2010 ◽  
Vol 24 (1) ◽  
pp. 82-122 ◽  
Author(s):  
Marco Bonomo ◽  
René Garcia ◽  
Nour Meddahi ◽  
Roméo Tédongap
Keyword(s):  
Asset Prices ◽  
Volatility Risk ◽  
Long Run ◽  
Disappointment Aversion

Macroeconomic Volatilities and Long-Run Risks of Asset Prices

2015 ◽  
Vol 61 (2) ◽  
pp. 413-430 ◽  
Author(s):  
Guofu Zhou ◽  
Yingzi Zhu
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Long Run Risks
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