The Wharton School
3620 Locust Walk
Philadelphia, PA 19104
1050 Massachusetts Avenue
Cambridge, MA 02138
University of Pennsylvania -- Wharton School of Business
National Bureau of Economic Research (NBER)
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Return Predictability, Variance Premium, Long Run Risks, Stochastic Volatility, Jump Risks
Financing constraints, production-based asset pricing, structural estimation, cyclicality, the cross-section of returns
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3495.
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Production based asset pricing, financing constraints, financing premium
Futures, investment contraints, production economy, SMM
Costly External Finance, Business Cycles, Default Premium
File name: DP3927.
Financial accelerator, business cycles, asset prices
File name: DP3065.
PSID, life-cycle effects
Consumption (Economics), Bayesian Estimates
Portfolio Allocation, Hedging Demand, Asset Pricing, Production, Equity Markets, Housing
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