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What is certain about uncertainty?

Cascaldi-Garcia, Danilo; Sarisoy, Cisil; Londono, Juan M.; … - 2020

Persistent link: https://www.econbiz.de/10012438369

Housing, home production, and the equity and value premium puzzles

Davis, Morris A.; Martin, Robert F. - 2008

Persistent link: https://www.econbiz.de/10009269062

Precautionary savings and the wealth distribution with illiquid durables

Gruber, Joseph W.; Martin, Robert F. - 2003

Persistent link: https://www.econbiz.de/10001852735

Consumption, durable goods, and transaction costs

Martin, Robert F. - 2003

Persistent link: https://www.econbiz.de/10001735051

Taxonomy of global risk, uncertainty, and volatility measures

Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017

A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have been proposed in the literature, and these measures are frequently used by market participants, policy makers, and researchers in their analyses. However, risk and uncertainty...

Persistent link: https://www.econbiz.de/10011780277

Does smooth ambiguity matter for asset pricing?

Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening - 2018

models featuring smooth ambiguity preferences. We rely on semi-nonparametric estimation of a flexible auxiliary model in our … structural estimation. Based on the market and aggregate consumption data, our estimation provides statistical support for asset …

Persistent link: https://www.econbiz.de/10011780610