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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
Řešení projektu: 1. 1. 2011 - 31. 12. 2013
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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