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  3. American Economic Review
  4. May 2010
  5. Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

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Citation

Koijen, Ralph S. J., Hanno Lustig, Stijn Van Nieuwerburgh, and Adrien Verdelhan. 2010. "Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk." American Economic Review, 100 (2): 552-56. DOI: 10.1257/aer.100.2.552

Additional Materials

JEL Classification

  • D81 Criteria for Decision-Making under Risk and Uncertainty
  • E13 General Aggregative Models: Neoclassical
  • E21 Macroeconomics: Consumption; Saving; Wealth
  • G12 Asset Pricing; Trading volume; Bond Interest Rates