Oliver de Groot

University of St Andrews - School of Economics and Finance

The Scores, Castlecliff

St. Andrews, Fife KY16 8RD

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

12

CITATIONS

0

Scholarly Papers (1)

1.

Valuation Risk Revalued

FRB of Dallas Working Paper No. 1808
Number of pages: 23 Posted: 03 Aug 2018 Last Revised: 19 Aug 2018
University of St Andrews - School of Economics and Finance, Federal Reserve Bank of Dallas and College of William and Mary - Department of Economics
Downloads 12 (535,616)

Abstract:

Loading...

Epstein-Zin Utility, Valuation Risk, Equity Premium Puzzle, Risk-Free Rate Puzzle