implications of first-order risk aversion for asset market risk premiums
By: Geert Bekaert, Robert J. Hodrick, David A. Marshall.
Contributors: Hodrick, Robert J.; Marshall, David A.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4624; Working paper series (National Bureau of Economic Research) -- working paper no. 4624.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 48
Subjects: Foreign exchange -- Econometric models.; Bonds -- Econometric models.; Rate of return -- United States -- Econometric models.; Rate of return -- Japan -- Econometric models.
Notes: "January 1994."

Includes bibliographical references (p. 35-37).

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