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Journal Articles

Sensitivity, Moment Conditions, and the Risk-Free Rate in

Nicola Borri, Giuseppe Ragusa
Journal: Critical Finance Review
Critical Finance Review (2017) 6 (2): 381–393.
https://doi.org/10.1561/104.00000050
Published: 05 September 2017
... . © 2017 N. Borri and G. Ragusa 2017 N. Borri and G. Ragusa Licensed re-use rights only Equity premium Nonlinear GMM estimation Durable model G12 C58 Yogo (2006) , A Consumption Based Explanation of Expected Stock Returns, presents evidence of a highly pro-cyclical...
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