Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model

Erica X. N. Li, Haitao Li, Shujing Wang 0007, Cindy Yu. Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model. Management Science, 65(8):3585-3604, 2019. [doi]

@article{LiLWY19-1,
  title = {Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model},
  author = {Erica X. N. Li and Haitao Li and Shujing Wang 0007 and Cindy Yu},
  year = {2019},
  doi = {10.1287/mnsc.2017.2999},
  url = {https://doi.org/10.1287/mnsc.2017.2999},
  researchr = {https://researchr.org/publication/LiLWY19-1},
  cites = {0},
  citedby = {0},
  journal = {Management Science},
  volume = {65},
  number = {8},
  pages = {3585-3604},
}