Spectral Properties of Asset Pricing Models: A General Equilibrium Perspective
Year of publication: |
2006
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Authors: | Beaubrun-Diant, Kevin |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Spectral Analysis | Capital Adjustment Cost | Habit Formation | Equity Premium Puzzle |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Macroeconomic Dynamics, 2006, Vol. 10, no. 2. pp. 183-205.Length: 22 pages |
Classification: | D58 - Computable and Other Applied General Equilibrium Models ; G12 - Asset Pricing |
Source: |
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