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Journal Articles

High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model

Samuel Kruger
Journal: Critical Finance Review
Critical Finance Review (2021) 10 (3): 383–408.
https://doi.org/10.1561/104.00000093
Published: 02 August 2021
... 2021 Samuel Kruger 2021 Samuel Kruger Licensed re-use rights only Valuation risk Equity premium Stochastic time preferences D81 G11 G12 Does valuation risk explain the equity premium and volatility of stock returns? The primary challenge faced by consumption-based asset...
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