https://www.bundesbank.de/en/bundesbank/research/understanding-the-equity-premium-puzzle-and-the-correlation-puzzle-635530
Understanding the Equity-premium Puzzle and the Correlation Puzzle | Deutsche Bundesbank
R. Albuquerque, M. Eichenbaum, S Rebelo
equity premium puzzleunderstandingcorrelationdeutschebundesbank
https://ideas.repec.org/p/nbr/nberwo/2829.html
The Equity Premium Puzzle and the Riskfree Rate Puzzle
Downloadable! This paper studies the implications for general equilibrium asset pricing of a recently introduced class of Kreps-Porteus non-expected utility...
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