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    3. Intertemporal Asset Pricing: Evidence from Germany (Contributions to Economics) by Bernd Meyer

    Intertemporal Asset Pricing: Evidence from Germany (Contributions to Economics) by Bernd Meyer

    Posted By: Free butterfly
    Date: 12 Jul 2015 13:23:46
    Intertemporal Asset Pricing: Evidence from Germany (Contributions to Economics) by Bernd Meyer

    Intertemporal Asset Pricing: Evidence from Germany (Contributions to Economics) by Bernd Meyer
    English | Dec 11, 1998 | ISBN: 3790811599 | 287 Pages | PDF | 8 MB

    In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market models. Using time additive utility, the observed risk pre­ mium can only be explained by unrealistically high risk aversion parameters.

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