Add to ORKGValentin Haddad and Tyler Muir for their suggestions and research assistance, and Simon Gilchrist and Egon Zakrajsek for their EBP data. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. NBER working papers are circulated for discussion and comment purposes. They have not been peer-reviewed or been subject to the review by the NBER Board of Directors that accompanies official NBER publications
discussions. This paper was first circulated in February 2009 under the title "Time-varying ris...
HWOL data. The opinions expressed herein are those of the authors and not necessarily those of the F...
are those of the authors and do not necessarily reflect the views of the National Bureau of Economic...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
expressed herein are those of the author and do not necessarily reflect the views of the National Bu...
are those of the authors and do not necessarily reflect the views of the National Bureau of Economic...
editors for helpful comments. The views expressed herein are those of the author and do not necessar...
and seminar participants at the IMF and at the November 2009 NBER/Fed Cleveland Research Conference ...
for very helpful comments on previous drafts. I received no external support for and have no financi...
Martin Lettau, Rossen Valkanov, Jules van Binsbergen, and Stanley Zin for helpful comments and sugge...
We acknowledge the financial supported from the Fama-Miller Center at Booth School of Business, Univ...
our discussant Bill Keeton, and University of Naples Federico II for their helpful comments and sugg...
Portfolio Choice and Financial Decision-Making for comments, and Sith Chaisurote and Nelli Oster for...
and conference participants at various universities and research institutions. The views expressed h...
Bianchi, Daniele Siena and Cedric Tille for insightful discussions, and to seminar participants at s...
discussions. This paper was first circulated in February 2009 under the title "Time-varying ris...
HWOL data. The opinions expressed herein are those of the authors and not necessarily those of the F...
are those of the authors and do not necessarily reflect the views of the National Bureau of Economic...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
expressed herein are those of the author and do not necessarily reflect the views of the National Bu...
are those of the authors and do not necessarily reflect the views of the National Bureau of Economic...
editors for helpful comments. The views expressed herein are those of the author and do not necessar...
and seminar participants at the IMF and at the November 2009 NBER/Fed Cleveland Research Conference ...
for very helpful comments on previous drafts. I received no external support for and have no financi...
Martin Lettau, Rossen Valkanov, Jules van Binsbergen, and Stanley Zin for helpful comments and sugge...
We acknowledge the financial supported from the Fama-Miller Center at Booth School of Business, Univ...
our discussant Bill Keeton, and University of Naples Federico II for their helpful comments and sugg...
Portfolio Choice and Financial Decision-Making for comments, and Sith Chaisurote and Nelli Oster for...
and conference participants at various universities and research institutions. The views expressed h...
Bianchi, Daniele Siena and Cedric Tille for insightful discussions, and to seminar participants at s...
discussions. This paper was first circulated in February 2009 under the title "Time-varying ris...
HWOL data. The opinions expressed herein are those of the authors and not necessarily those of the F...
are those of the authors and do not necessarily reflect the views of the National Bureau of Economic...