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Browsing by Author "Bansal, R"
Now showing items 1-4 of 4
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Confidence risk and asset prices
(American Economic Review, 2010-05-01) -
Long run risks, the macroeconomy, and asset prices
(American Economic Review, 2010-05-01) -
Nonparametric estimation of structural models for high-frequency currency market data
(Journal of Econometrics, 1995-01-01)Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities. This paper investigates whether an equilibrium monetary model can ... -
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
(1999)estimates and examines the empirical plausibility of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, ...
