The cyclical behavior of equity turnover
Year of publication: |
March 2011
|
---|---|
Authors: | DeJong, David Neil ; Espino, Emilio |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 2.2011, 1, p. 99-133
|
Subject: | Asset trade | dynamically complete markets | time- and wealth-varying risk aversion | production economies | Theorie | Theory | Konjunktur | Business cycle | Risikoaversion | Risk aversion | CAPM |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE19 [DOI] hdl:10419/150318 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Macroeconomic Effects of Uncertainty and Risk Aversion Shocks
Berthold, Brendan, (2023)
-
Heterogeneous risk preferences and the welfare cost of business cycles
Schulhofer-Wohl, Sam, (2007)
-
Business cycle uncertainty and economic welfare revisited
Heiberger, Christopher, (2018)
- More ...
-
The cyclical behavior of equity turnover
DeJong, David Neil, (2011)
-
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations
DeJong, David Neil, (2007)
-
Efficient likelihood evaluation of state-space representations
DeJong, David Neil, (2009)
- More ...