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Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle

Paolo Giordani () and Paul Soderlind ()

Journal of Economic Dynamics and Control, 2006, vol. 30, issue 6, pages 1027-1043

Date: 2006
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:30:y:2006:i:6:p:1027-1043

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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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