Narrow search
Showing 1 - 10 of 235
Cover Image
Endogenous Pricing to Market and Financing Costs
Aizenman, Joshua - 2000
This paper studies the endogenous determination of pricing to market, in a model with time dependent transportation costs, where the future terms of trade are random. Allowing time dependent transportation costs adds a dimension of investment to the pre-buying of imports, implying that financial...
Persistent link: https://www.econbiz.de/10012470823
Cover Image
The empirical foundations of the arbitrage pricing theory
Lehmann, Bruce Neal; Modest, David M. - 1985
Persistent link: https://www.econbiz.de/10000687104
Cover Image
State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion
Ziegler, Alexandre - In: European economic review : EER 46 (2002) 8, pp. 1539-1557
Persistent link: https://www.econbiz.de/10001705090
Cover Image
Inducing liquidity in thin financial markets through combined-value trading mechanisms
Bossaerts, Peter L.; Fine, Leslie; Ledyard, John O. - In: European economic review : EER 46 (2002) 9, pp. 1671-1695
Persistent link: https://www.econbiz.de/10001705121
Cover Image
Hand-to-mouth consumers and asset prices
Weil, Philippe - In: European economic review : EER 36 (1992) 2, pp. 575-583
Persistent link: https://www.econbiz.de/10001122893
Cover Image
Asset price variability in a rational expectations equilibrium
Black, Jane M. - In: European economic review : EER 36 (1992) 7, pp. 1367-1377
Persistent link: https://www.econbiz.de/10001135230
Cover Image
Monetary growth innovations in a simple cash-in-advance asset-pricing model
Bianconi, Marcelo - In: European economic review : EER 36 (1992) 8, pp. 1501-1521
Persistent link: https://www.econbiz.de/10001135239
Cover Image
Frictions in asset pricing and macroeconomics
Aiyagari, Sudhakar Rao - In: European economic review : EER 38 (1994) 3, pp. 932-939
Persistent link: https://www.econbiz.de/10001163029
Cover Image
Some models of the international capital market
Dumas, Bernard - In: European economic review : EER 38 (1994) 3, pp. 923-931
Persistent link: https://www.econbiz.de/10001163034
Cover Image
Nontraded assets and the CAPM
Weil, Philippe - In: European economic review : EER 38 (1994) 3, pp. 913-922
Persistent link: https://www.econbiz.de/10001163036