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• W1645498547 abstract "Both the equilibrium interest rate and the equity premium, as well as risk premiums of risky investments are all important quantities in cost-benefit analyses. In the light of the current (2008 -) financial crisis, it is of interest to study models that connect the the financial sector with the real economy. The eects of climate change has, on the other hand, been the subject of extensive discussions, for example in connection with the Stern report. The paper addresses both these issues, first based on standard assumptions. In particular we investigate what is needed to have long-term interests lower than short term rates. Our model allows us to tell what happens to risk premiums in turbulent times, consistent with observations. Next we extend the pure exchange model to a production economy. As a result we obtain an equilibrium term structure of interest rates, as well as a model for the equity premium. We end by a discussion of risk adjustments of the discount factor. For projects aimed at insuring future consumption, the interest rate is smaller than the risk free rate. Mitigation can have the characteristics of such a project." @default.
• W1645498547 created "2016-06-24" @default.
• W1645498547 creator A5081103279 @default.
• W1645498547 date "2011-01-01" @default.
• W1645498547 modified "2023-09-26" @default.
• W1645498547 title "The Long Term Equilibrium Interest Rate and Risk Premiums Under Uncertainty" @default.
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• W1645498547 doi "https://doi.org/10.2139/ssrn.1774704" @default.
• W1645498547 hasPublicationYear "2011" @default.
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