Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Year of publication: |
2000
|
---|---|
Authors: | Alvarez, Fernando ; Jermann, Urban J. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 68.2000, 4, p. 775-798
|
Saved in:
Saved in favorites
Similar items by person
-
Using asset prices to measure the cost of business cycles
Alvarez, Fernando, (2003)
-
Using asset prices to measure the cost of business cycles
Jermann, Urban J., (2000)
-
The size of the permanent component of asset pricing kernels
Alvarez, Fernando, (2001)
- More ...