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- W86598452 abstract "This chapter is concerned with a further assessment of the calibrated equilibrium models. Recall that within this study a calibrated model is a model that exactly implies the empirically observed average one-period risk-free rate and average equity premium. In the previous chapter it has already been shown that calibrated equilibrium models are able to imply the empirically observed correlation between the risk-free rate and the equity premium but that they are not able to generate the empirically observed standard deviations. While the primary focus has been on the unconditional first and second moments of the one-period risk-free rate and the equity premium in the previous chapter, the performance of the calibrated equilibrium models is now measured along other dimensions." @default.
- W86598452 created "2016-06-24" @default.
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- W86598452 date "1999-01-01" @default.
- W86598452 modified "2023-09-23" @default.
- W86598452 title "Evaluating the Calibrated Equilibrium Models" @default.
- W86598452 doi "https://doi.org/10.1007/978-3-642-58672-9_9" @default.
- W86598452 hasPublicationYear "1999" @default.
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