Presidential Address: Discount Rates
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- Type
- article
- Published
- 2011-08-01
- Cited by
- 1,758
- References
- 152
- OpenAlex
- https://openalex.org/W2122298188
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:18354325
Keywords
Capital asset pricing model, Economics, Variation (astronomy), Financial economics, Econometrics
References
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- The information in forward rates: Implications for models of the term structure
- The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis
- The Information in Long-Maturity Forward Rates
- Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
- Slow Moving Capital
- Labor Leverage, Firms Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Returns
- Decomposing the Yield Curve
- The Expected Value Premium
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
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- Three Essays in Financial Economics
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- Is the IT revolution over? An asset pricing view
- Essays in Investor Behavior and Asset Pricing
- Are Prices Predictable in the Short Term
- Essays on Asset Pricing and Portfolio Choice with Time-Varying Uncertainty
- Excess Volatility: Beyond Discount Rates
- The Information Content of Tax Expense: A Discount Rate Explanation
- Prudential Uncertainty Causes Time-Varying Risk Premiums
- Federal Funds Target Rate Surprise and Equity Duration
- What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach
- Exploring the Anatomy of Firm Payouts: Who Pays, How Much and When?
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