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Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM. (2013). Schrimpf, Andreas ; Posch, Olaf.
In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
RePEc:zbw:vfsc13:79987.

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  26. Walde, Klaus, “Endogenous growth cycles,” Int. Econ. Rev., 2005, 46 (3), 867–894. A Tables and Figures Figure 1: General equilibrium asset returns 0 20 40 60 80 100 120 140 160 180 200 0.99 0.995 1 1.005 1.01 return on government bill (quarterly) 0 20 40 60 80 100 120 140 160 180 200 0.995 1 1.005 1.01 1.015 1.02 1.025 return on claim on consumption (quarterly) 0 20 40 60 80 100 120 140 160 180 200 1.012 1.013 1.014 1.015 1.016 1.017 1.018 1.019 return on risky bond (gross, quarterly) 0 20 40 60 80 100 120 140 160 180 200 1.01 1.015 1.02 1.025 1.03 1.035 1.04 1.045 return on claim on capital (gross, quarterly) Notes: This figure illustrates the equilibrium asset returns and shows one realization of the return to the relatively riskless asset and the risky asset in the endowment economy (upper two panels, parameterization (2) in Table 1) and the production economy (lower two panels, parameterization (2) in Table 2), respectively.
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