Review Article: Perspectives on the Future of Asset Pricing

• 成果类型: Review
• 署名作者: Brunnermeier, Markus; Farhi, Emmanuel; Koijen, Ralph S. J.; Krishnamurthy, Arvind; Ludvigson, Sydney C.; Lustig, Hanno; Nagel, Stefan; Piazzesi, Monika
• 署名单位: Princeton University; Centre for Economic Policy Research - UK; Leibniz Association; Ifo Institut; National Bureau of Economic Research; Harvard University; University of Chicago; Stanford University; New York University; Stanford University
• 刊物名称: REVIEW OF FINANCIAL STUDIES
• ISSN/ISSBN: 0893-9454
• DOI: 10.1093/rfs/hhaa129
• 发表日期: 2021
• 页码: 2126
• 关键词: monetary-policy; cross-section; risk premia; MODEL; MARKETS; STOCK; time; consumption; volatility; news