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Federal Reserve Bank of Chicago
Working Paper Series, Macroeconomic Issues
The implications of first-order risk aversion for asset market risk premiums
Geert Bekaert
Robert J. Hodrick
David A. Marshall
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Geert Bekaert & Robert J. Hodrick & David A. Marshall, The implications of first-order risk aversion for asset market risk premiums, Federal Reserve Bank of Chicago, Working Paper Series, Macroeconomic Issues 94-22, 1994.
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Keywords: Bonds ; Foreign exchange ; Risk
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