We are grateful to John Campbell, Bernard Dumas, Hyun Shin, Narayana Kocherlakota, and two anonymous referees for comments on a previous draft. Financial support from the National Science Foundation (grant SES-0649442), the Bankard Fund for Political Economy, and the National Centre of Competence in Research “Financial Valuation and Risk Management” (NCCR FINRISK) is gratefully acknowledged.
Higher Order Expectations in Asset Pricing
Article first published online: 19 JUL 2008
© 2008 The Ohio State University
Journal of Money, Credit and Banking
Volume 40, Issue 5, pages 837–866, August 2008
How to Cite
BACCHETTA, P. and VAN WINCOOP, E. (2008), Higher Order Expectations in Asset Pricing. Journal of Money, Credit and Banking, 40: 837–866. doi: 10.1111/j.1538-4616.2008.00139.x
- Issue published online: 19 JUL 2008
- Article first published online: 19 JUL 2008
- Received December 9, 2005; and accepted in revised form December 31, 2007.
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