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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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Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav - In: Journal of economic dynamics & control 112 (2020), pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
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Price uncertainty and consumer welfare in an intertemporal setting
Ni, Shawn X.; Raymon, Neil - In: Journal of economic dynamics & control 28 (2004) 9, pp. 1877-1901
Persistent link: https://www.econbiz.de/10001998614
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances
Chow, Gregory C.; Zheng, Lihui - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1417-1429
Persistent link: https://www.econbiz.de/10001668345
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Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
Alonso, Irasema; Prado, Mauricio - In: Journal of economic dynamics & control 51 (2015), pp. 78-92
Persistent link: https://www.econbiz.de/10011474271
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Horizon-unbiased investment with ambiguity
Lin, Qian; Sun, Xianming; Zhou, Chao - In: Journal of economic dynamics & control 114 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
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Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing; He, Xue Dong - In: Journal of economic dynamics & control 76 (2017), pp. 86-108
Persistent link: https://www.econbiz.de/10011817209
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Volatility risk and economic welfare
Xu, Shaofeng - In: Journal of economic dynamics & control 80 (2017), pp. 17-33
Persistent link: https://www.econbiz.de/10011817622
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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