Verfügbarkeit: Macroeconomic Fluctuations and Equilibrium Discount Factors

Macroeconomic Fluctuations and Equilibrium Discount Factors:

The estimation of discount factors is a central issue in empirical finance, particularly in the literature on excess volatility. In particular, it is difficult to find empirical discount factors that are volatile enough to account for fluctuations in asset prices. This paper constructs discount fact...

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1. Verfasser:	Kramer, Charles Frederick (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1996
Schriftenreihe:	IMF Working Papers Working Paper No. 96/118
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	The estimation of discount factors is a central issue in empirical finance, particularly in the literature on excess volatility. In particular, it is difficult to find empirical discount factors that are volatile enough to account for fluctuations in asset prices. This paper constructs discount factors from some macroeconomic time series commonly used in empirical models of asset prices. Data for the U.S. stock market imply some evidence that discount factors relate to macroeconomic conditions, but comparison of the estimated discount factors to Hansen-Jagannathan (1991) bounds shows that the candidate discount factors cannot account for the volatility in asset returns
Beschreibung:	1 Online-Ressource (24 p)
ISBN:	1451940882 9781451940886

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spelling	Kramer, Charles Frederick Verfasser aut Macroeconomic Fluctuations and Equilibrium Discount Factors Kramer, Charles Frederick Washington, D.C International Monetary Fund 1996 1 Online-Ressource (24 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 96/118 The estimation of discount factors is a central issue in empirical finance, particularly in the literature on excess volatility. In particular, it is difficult to find empirical discount factors that are volatile enough to account for fluctuations in asset prices. This paper constructs discount factors from some macroeconomic time series commonly used in empirical models of asset prices. Data for the U.S. stock market imply some evidence that discount factors relate to macroeconomic conditions, but comparison of the estimated discount factors to Hansen-Jagannathan (1991) bounds shows that the candidate discount factors cannot account for the volatility in asset returns Online-Ausg http://elibrary.imf.org/view/IMF001/04382-9781451940886/04382-9781451940886/04382-9781451940886.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Kramer, Charles Frederick Macroeconomic Fluctuations and Equilibrium Discount Factors
title	Macroeconomic Fluctuations and Equilibrium Discount Factors
title_auth	Macroeconomic Fluctuations and Equilibrium Discount Factors
title_exact_search	Macroeconomic Fluctuations and Equilibrium Discount Factors
title_exact_search_txtP	Macroeconomic Fluctuations and Equilibrium Discount Factors
title_full	Macroeconomic Fluctuations and Equilibrium Discount Factors Kramer, Charles Frederick
title_fullStr	Macroeconomic Fluctuations and Equilibrium Discount Factors Kramer, Charles Frederick
title_full_unstemmed	Macroeconomic Fluctuations and Equilibrium Discount Factors Kramer, Charles Frederick
title_short	Macroeconomic Fluctuations and Equilibrium Discount Factors
title_sort	macroeconomic fluctuations and equilibrium discount factors
url	http://elibrary.imf.org/view/IMF001/04382-9781451940886/04382-9781451940886/04382-9781451940886.xml
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