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London School of Economics & Political Science (LSE) - Department of Economics
Centre for Economic Policy Research (CEPR)
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Rare Events, Rare Disasters, Equity Premium Puzzle, Generalized Empirical Likelihood, Semi-parametric Bayesian Inference, Calibration, Cross-Section of Asset Returns, Peso Phenomenon
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8899.
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Calibration, Cross-Section of Asset Returns, Equity Premium Puzzle, Generalized Empirical Likelihood, Peso Phenomenon, Rare Disasters, Rare Events, Semi-parametric Bayesian Inference
Entropy Bounds, Multiplicative Decomposition of Pricing Kernel
Consumption Capital Asset Pricing Model, Expected returns, Equity
File name: DP6183.
Behavioural finance, housing, inflation illusion, interest rate, money illusion, mortgages, real estate
International housing markets, Housing risk premium, politics, zoning
Liquidity, Interbank Market, Network, Systemic Risk, Strategic Complementarity, Amplification Mechanism
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