Risk premia and term premia in general equilibrium

Journal of Monetary Economics

Volumn 43, Issue 1, 1999, Pages 3-33

  Abel, Andrew B ^a,b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Asset pricing; Equity premium; G12; Risk premium; Term premium

Indexed keywords

EID: 0001918323     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(98)00039-7     Document Type: Article

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