Time-varying risk aversion and unexpected inflation

Journal of Monetary Economics

Volumn 50, Issue 7, 2003, Pages 1457-1498

  Brandt, Michael W ^a,b   Wang, Kevin Q ^c  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

Cross section of stock returns; Proxy hypothesis; Term structure of interest rates; Time varying risk aversion; Unexpected inflation

Indexed keywords

EID: 0142023269     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2003.08.001     Document Type: Article

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