Work

Risks for the long run: Estimation with time aggregation

Year: 2016

Type: article

Source: Journal of Monetary Economics

DOI: 10.1016/j.jmoneco.2016.07.003

Authors: Ravi Bansal, Dana Kiku, Amir Yaron

Institutions: Duke University, University of Illinois Urbana-Champaign, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1544343845

FWCI: 22.31

Cites: 48

Cited by: 125

Related to: 10