Doubts or variability?

Journal of Economic Theory

Volumn 144, Issue 6, 2009, Pages 2388-2418

  Barillas, Francisco ^a   Hansen, Lars Peter ^b   Sargent, Thomas J ^a,c  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c STANFORD UNIVERSITY   (United States)

Author keywords

Costs of model uncertainty; Detection error probability; Equity premium puzzle; Market price of risk; Model misspecification; Risk aversion; Risk free rate puzzle; Robustness

Indexed keywords

EID: 70450277527     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2008.11.014     Document Type: Article

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