The size of the permanent component of asset pricing kernels
By: Fernando Alvarez, Urban J. Jermann.
Contributors: Jermann, Urban J.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8360; Working paper series (National Bureau of Economic Research) -- working paper no. 8360.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 51
Subjects: Bonds -- Prices -- Econometric models.; Securities -- Prices -- Econometric models.; Kernel functions.
Genres: Econometric models.
Notes: "July 2001."

JEL no. G12, E43, E21.

Includes bibliographical references (p. 33-36).

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Electronic version available via the Internet at the NBER World Wide Web site.