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Asset Prices, Bayesian Learning and Long-Run Risk (GAP403/11/2288)

I evaluate a novel DSGE finance model of asset prices which synthesizes the notion of long-run risk with the Bayesian learning asset pricing literature. The proposed framework is novel, expected to be rich in implications, but technically challenging...

AE - Řízení, správa a administrativa

  • 2011 - 2013
  • 996 tis. Kč
  • 996 tis. Kč
  • GA ČR
  • 1 - 1 out of 1