Risk-price dynamics

Journal of Financial Econometrics

Volumn 9, Issue 1, 2011, Pages 3-65

  Borovička, Jaroslav ^a   Hansen, Lars Peter ^a   Hendricks, Mark ^a   Scheinkman, José A ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Dynamics; Elasticities; Growth rate risk; Markov process; Pricing

Indexed keywords

EID: 78650356823     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbq030     Document Type: Article

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