Asset Prices and Time-Varying Risk
Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the in...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
1988
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| Schriftenreihe: | IMF Working Papers
Working Paper No. 88/42 |
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers |
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| id | DE-604.BV048343399 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:17Z |
| indexdate | 2024-11-25T18:02:39Z |
| institution | BVB |
| isbn | 1451975430 9781451975437 |
| language | English |
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| oclc_num | 1337118430 |
| open_access_boolean | |
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| physical | 1 Online-Ressource (26 p) |
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| publishDate | 1988 |
| publishDateSearch | 1988 |
| publishDateSort | 1988 |
| publisher | International Monetary Fund |
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| series2 | IMF Working Papers |
| spellingShingle | Asset Prices and Time-Varying Risk |
| title | Asset Prices and Time-Varying Risk |
| title_auth | Asset Prices and Time-Varying Risk |
| title_exact_search | Asset Prices and Time-Varying Risk |
| title_exact_search_txtP | Asset Prices and Time-Varying Risk |
| title_full | Asset Prices and Time-Varying Risk |
| title_fullStr | Asset Prices and Time-Varying Risk |
| title_full_unstemmed | Asset Prices and Time-Varying Risk |
| title_short | Asset Prices and Time-Varying Risk |
| title_sort | asset prices and time varying risk |
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