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  3. American Economic Review
  4. May 2010
  5. Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

  • Ralph S. J. Koijen
  • Hanno Lustig
  • Stijn Van Nieuwerburgh
  • Adrien Verdelhan
American Economic Review
vol. 100, no. 2, May 2010
(pp. 552–56)
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Citation

Koijen, Ralph S. J., Hanno Lustig, Stijn Van Nieuwerburgh, and Adrien Verdelhan. 2010. "Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk." American Economic Review, 100 (2): 552–56. DOI: 10.1257/aer.100.2.552

Additional Materials

JEL Classification

  • D81 Criteria for Decision-Making under Risk and Uncertainty
  • E13 General Aggregative Models: Neoclassical
  • E21 Macroeconomics: Consumption; Saving; Wealth
  • G12 Asset Pricing; Trading volume; Bond Interest Rates