Título:

The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices

Autores:

João Correia da Silva (U Porto)
Gonçalo Faria (U Vigo)

Revista:

Annals of Finance

Ano:

2012

Volume:

8

Páginas:

507-531

Códigos JEL:

D81 - Criteria for Decision-Making under Risk and Uncertainty
E23 - Production
E43 - Determination of Interest Rates; Term Structure of Interest Rates
E44 - Financial Markets and the Macroeconomy
G12 - Asset Pricing; Trading volume; Bond Interest Rates