Matches in SemOpenAlex for { <https://semopenalex.org/work/W3138670166> ?p ?o ?g. }
Showing items 1 to 51 of
51
with 100 items per page.
- W3138670166 abstract "This article develops an empirical methodology to determine which economic shocks span risk in asset returns and fluctuations in discount rate and cash flow news. A theoretically motivated shock identification scheme in a present-value model identifies economic shocks. The choice of identifying restrictions is based on the properties of the term structure of risk in expected returns in the data and in equilibrium models. Empirically, I relate equity discount rate news and cash flow news to multiple sources of risk in the variance of consumption growth. Both types of news are almost equally important for the aggregate market risk." @default.
- W3138670166 created "2021-03-29" @default.
- W3138670166 creator A5049177140 @default.
- W3138670166 date "2018-01-01" @default.
- W3138670166 modified "2023-09-23" @default.
- W3138670166 title "Term Structure of Risk in Expected Returns" @default.
- W3138670166 cites W2111193193 @default.
- W3138670166 cites W2129481569 @default.
- W3138670166 cites W2278839440 @default.
- W3138670166 cites W3021580254 @default.
- W3138670166 cites W3122025416 @default.
- W3138670166 cites W3122167024 @default.
- W3138670166 cites W3122907891 @default.
- W3138670166 cites W3123908576 @default.
- W3138670166 cites W3123952677 @default.
- W3138670166 cites W3169361918 @default.
- W3138670166 doi "https://doi.org/10.2139/ssrn.3304708" @default.
- W3138670166 hasPublicationYear "2018" @default.
- W3138670166 type Work @default.
- W3138670166 sameAs 3138670166 @default.
- W3138670166 citedByCount "1" @default.
- W3138670166 countsByYear W31386701662016 @default.
- W3138670166 crossrefType "journal-article" @default.
- W3138670166 hasAuthorship W3138670166A5049177140 @default.
- W3138670166 hasConcept C121332964 @default.
- W3138670166 hasConcept C144133560 @default.
- W3138670166 hasConcept C162324750 @default.
- W3138670166 hasConcept C61797465 @default.
- W3138670166 hasConcept C62520636 @default.
- W3138670166 hasConceptScore W3138670166C121332964 @default.
- W3138670166 hasConceptScore W3138670166C144133560 @default.
- W3138670166 hasConceptScore W3138670166C162324750 @default.
- W3138670166 hasConceptScore W3138670166C61797465 @default.
- W3138670166 hasConceptScore W3138670166C62520636 @default.
- W3138670166 hasLocation W31386701661 @default.
- W3138670166 hasOpenAccess W3138670166 @default.
- W3138670166 hasPrimaryLocation W31386701661 @default.
- W3138670166 hasRelatedWork W1141446299 @default.
- W3138670166 hasRelatedWork W2008695979 @default.
- W3138670166 hasRelatedWork W2048289514 @default.
- W3138670166 hasRelatedWork W2073408378 @default.
- W3138670166 hasRelatedWork W2135811439 @default.
- W3138670166 hasRelatedWork W2319969327 @default.
- W3138670166 hasRelatedWork W2382955811 @default.
- W3138670166 hasRelatedWork W2899084033 @default.
- W3138670166 hasRelatedWork W3121922906 @default.
- W3138670166 hasRelatedWork W4239210277 @default.
- W3138670166 isParatext "false" @default.
- W3138670166 isRetracted "false" @default.
- W3138670166 magId "3138670166" @default.
- W3138670166 workType "article" @default.