The implications of first-order risk aversion for asset market risk premiums

Geert Bekaert, Robert Hodrick () and David Marshall

No 1997-07, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: financial risk; international financial markets; capital asset pricing; excahnge rate; general equilibrium (search for similar items in EconPapers)
Date: 1997
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Related works:
Journal Article: The implications of first-order risk aversion for asset market risk premiums (1997)
Working Paper: The implications of first-order risk aversion for asset market risk premiums (1997)
Working Paper: The implications of first-order risk aversion for asset market risk premiums (1994)
Working Paper: The Implications of First-Order Risk Aversion for Asset Market Risk Premiums (1994)
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