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subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Marjit, Sugata"
~person:"Renault, Eric"
~subject:"CAPM"
~type_genre:"Konferenzschrift"
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General equilibrium
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Marjit, Sugata
Renault, Eric
Jarrow, Robert A.
27
Madan, Dilip B.
22
Pi, Jiancai
22
Chaudhuri, Sarbajit
19
Hansen, Lars Peter
18
Ferson, Wayne E.
16
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16
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16
Zhou, Guofu
16
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15
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14
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11
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11
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Shanken, Jay
11
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11
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11
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10
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Journal of financial econometrics
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2
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ECONIS (ZBW)
25
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1
Customs union, wage inequality and welfare in general equilibrium
Marjit, Sugata
;
Sen, Sharmi
;
Gupta, Kausik
- In:
Foreign trade review : FTR ; quarterly journal of …
58
(
2023
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10014229628
Saved in:
2
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
3
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
8
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
9
Infrastructure development versus direct cash transfer : a general equilibrium comparison
Marjit, Sugata
;
Mandal, Biswajit
;
Chatterjee, Tonmoy
- In:
Review of economics
68
(
2017
)
1
,
pp. 63-74
Persistent link: https://www.econbiz.de/10011916670
Saved in:
10
International trade, migration and unemployment : the role of informal sector
Marjit, Sugata
;
Mandal, Biswajit
- In:
Economics & politics
28
(
2016
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10011553978
Saved in:
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