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B - History of Economic Thought, Methodology, and Heterodox Approaches

B2 - History of Economic Thought since 1925

C - Mathematical and Quantitative Methods

C1 - Econometric and Statistical Methods and Methodology: General

C15 - Statistical Simulation Methods: General

C2 - Single Equation Models; Single Variables

C23 - Panel Data Models; Spatio-temporal Models

C5 - Econometric Modeling

C58 - Financial Econometrics

D - Microeconomics

D1 - Household Behavior and Family Economics

D11 - Consumer Economics: Theory

D12 - Consumer Economics: Empirical Analysis

D14 - Household Saving; Personal Finance

D4 - Market Structure, Pricing, and Design

D47 - Market Design

D7 - Analysis of Collective Decision-Making

D78 - Positive Analysis of Policy Formulation and Implementation

D8 - Information, Knowledge, and Uncertainty

D80 - General

D9 - Micro-Based Behavioral Economics

D91 - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making

E - Macroeconomics and Monetary Economics

E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy

E20 - General

E21 - Consumption; Saving; Wealth

E22 - Investment; Capital; Intangible Capital; Capacity

E24 - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity

E3 - Prices, Business Fluctuations, and Cycles

E30 - General

E4 - Money and Interest Rates

E43 - Interest Rates: Determination, Term Structure, and Effects

E44 - Financial Markets and the Macroeconomy

E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit

E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook

E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination

E65 - Studies of Particular Policy Episodes

G - Financial Economics

G0 - General

G01 - Financial Crises

G02 - Behavioral Finance: Underlying Principles

G1 - General Financial Markets

G10 - General

G11 - Portfolio Choice; Investment Decisions

G12 - Asset Pricing; Trading volume; Bond Interest Rates

G13 - Contingent Pricing; Futures Pricing

G14 - Information and Market Efficiency; Event Studies; Insider Trading

G15 - International Financial Markets

G17 - Financial Forecasting and Simulation

G18 - Government Policy and Regulation

G19 - Other

G2 - Financial Institutions and Services

G20 - General

G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages

G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

G24 - Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies

G28 - Government Policy and Regulation

G3 - Corporate Finance and Governance

G30 - General

G31 - Capital Budgeting; Fixed Investment and Inventory Studies; Capacity

G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

G38 - Government Policy and Regulation

G4 - Behavioral Finance

G40 - General

G41 - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets

G5 - Household Finance

G51 - Household Saving, Borrowing, Debt, and Wealth

H - Public Economics

H2 - Taxation, Subsidies, and Revenue

H21 - Efficiency; Optimal Taxation

H23 - Externalities; Redistributive Effects; Environmental Taxes and Subsidies

I - Health, Education, and Welfare

I1 - Health

I10 - General

I18 - Government Policy; Regulation; Public Health

M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics

M4 - Accounting and Auditing

O - Economic Development, Innovation, Technological Change, and Growth

O3 - Innovation; Research and Development; Technological Change; Intellectual Property Rights

O30 - General

O35 - Social Innovation

O4 - Economic Growth and Aggregate Productivity

O41 - One, Two, and Multisector Growth Models

P - Economic Systems

P1 - Capitalist Systems

P16 - Political Economy

R - Urban, Rural, Regional, Real Estate, and Transportation Economics

R1 - General Regional Economics

R10 - General

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Journal Article

A General Equilibrium Model of the Value Premium with Time-Varying Risk Premia Get access

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Andrew Y Chen

The Review of Asset Pricing Studies, Volume 8, Issue 2, December 2018, Pages 337–374, https://doi.org/10.1093/rapstu/rax023

Published: 12 December 2017

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