An exploration of the effects of pessimism and doubt on asset returns

An exploration of the effects of pessimism and doubt on asset returns [microform] / Andrew B. Abel.

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The subjective distribution of growth rates of aggregate consumption is characterized by pessimism if it is first-order stochastically dominated by the objective distribution. Uniform pessimism is a leftward translation of the objective distribution of the logarithm of the growth rate. The subjectiv...

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Main Author: Abel, Andrew B., 1952-
Corporate Author: Federal Reserve Bank of Philadelphia
Other title:Effects of pessimism and doubt on asset returns.
ASI series title on microfiche header: Philadelphia research working papers.
Format: Microfilm Book
Language:English
Published: Philadelphia, Pa. : Federal Reserve Bank of Philadelphia, [2001]
Series:Working paper (Federal Reserve Bank of Philadelphia) ; no. 01-1.
ASI microfiche library. Non-depository collection ; ASI 2001 9387-8.487.
Subjects:
Consumer confidence > Economic aspects > Econometric models.
Assets (Accounting) > Prices > Forecasting > Econometric models.
Investments > Econometric models.
Risk perception > Economic aspects > Econometric models.
Pessimism > Economic aspects > Econometric models.

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Call Number: ASI 2001 9387-8.487
ASI 2001 9387-8.487 Available

Norlin Library - Government Information - Microform

Holdings details from Norlin Library - Government Information - Microform
Call Number: ASI 2001 9387-8.487
ASI 2001 9387-8.487 Restricted Place a Hold

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