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dc.contributor | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
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dc.contributor.author | Nieto, Belén |
dc.contributor.author | Rubio, Gonzalo |
dc.date | 2007-04-01 |
dc.identifier.citation | https://econ-papers.upf.edu/ca/paper.php?id=1029 |
dc.identifier.uri | http://hdl.handle.net/10230/974 |
dc.format | application/pdf |
dc.language.iso | eng |
dc.relation | Economics and Business Working Papers Series; 1029 |
dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Finance and Accounting |
dc.subject | stochastic discount factor |
dc.subject | economic fears |
dc.subject | distance between probability measures |
dc.subject | volatility of stochastic discount factor |
dc.subject | consumption |
dc.title | Measuring time-varying economic fears with consumption-based stochastic discount factors |
dc.type | info:eu-repo/semantics/workingPaper |