Revisiting asset pricing under habit formation in an overlapping-generations economy
Year of publication: |
2013
|
---|---|
Authors: | Kim, Sei-Wan ; Krausz, Joshua ; Nam, Kiseok |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 1, p. 132-138
|
Publisher: |
Elsevier |
Subject: | Equity premium | Habit formation preference | Overlapping-generations economies | Consumption asset pricing model | Calibration |
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