Macroeconomic Volatilities and Long-Run Risks of Asset Prices
Published Online:25 Sep 2014https://doi.org/10.1287/mnsc.2014.1962
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mnsc.2014.1962-sm-data.zip (1 MB)
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Volume 61, Issue 2
February 2015
Pages iv-vi, 249-486
Article Information
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- Received:April 15, 2013
- Accepted:March 15, 2014
- Published Online:September 25, 2014
Copyright © 2015, INFORMS
Cite as
Guofu Zhou, Yingzi Zhu (2014) Macroeconomic Volatilities and Long-Run Risks of Asset Prices. Management Science 61(2):413-430.
https://doi.org/10.1287/mnsc.2014.1962
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