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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Monetary policy and risk taking
Angeloni, Ignazio; Faia, Ester; Lo Duca, Marco - In: Journal of economic dynamics & control 52 (2015), pp. 285-307
Persistent link: https://www.econbiz.de/10011474207
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Consumption-based CAPM with belief heterogeneity
Shi, Lei - In: Journal of economic dynamics & control 65 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
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Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia; Wagner, Niklas F. - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
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The term structure of monetary policy uncertainty
Bundick, Brent; Herriford, Trenton; Smith, Andrew Lee - In: Journal of economic dynamics & control 160 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
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The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei - In: Journal of economic dynamics & control 137 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
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On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.; Driffill, John; Kenç, Turalay; … - In: Journal of economic dynamics & control 166 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
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Coordination on bubbles in large-group asset pricing experiments
Te, Bao; Hennequin, Myrna; Hommes, Cars H.; Massaro, … - In: Journal of economic dynamics & control 110 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
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Stabilizing expectations at the zero lower bound : experimental evidence
Arifovic, Jasmina; Petersen, Luba - In: Journal of economic dynamics & control 82 (2017), pp. 21-43
Persistent link: https://www.econbiz.de/10011915297