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Long-run risk and hidden growth persistence
Pakoš, Michal - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1911-1928
Persistent link: https://www.econbiz.de/10009786057
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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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The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576
Persistent link: https://www.econbiz.de/10003068779
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Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
Bardhan, Indrajit - In: Journal of economic dynamics & control 20 (1996) 1, pp. 361-384
Persistent link: https://www.econbiz.de/10001190603
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The equity premium and the allocation of income risk
Danthine, Jean-Pierre - In: Journal of economic dynamics & control 16 (1992) 3, pp. 509-532
Persistent link: https://www.econbiz.de/10001130452
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A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
Başak, Suleyman - In: Journal of economic dynamics & control 24 (2000) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10001421679
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Market risk and asset prices
Smith, Richard Todd - In: Journal of economic dynamics & control 17 (1993) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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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