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Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki - In: Journal of economic dynamics & control 118 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
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The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.; Dupoyet, Brice V. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
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Returns-to-scale and the equity premium puzzle
Dunbar, Geoffrey - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1736-1754
Persistent link: https://www.econbiz.de/10009786084
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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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Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng; Zhang, Jin E. - In: Journal of economic dynamics & control 96 (2018), pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
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Small noise methods for risk-sensitive/robust economies
Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic dynamics & control 36 (2012) 4, pp. 468-500
Persistent link: https://www.econbiz.de/10009554345
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Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian - In: Journal of economic dynamics & control 95 (2018), pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
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On the application and use of DSGE models
Álvarez Lois, Pedro Pablo; Harrison, Richard T.; … - In: Journal of economic dynamics & control 32 (2008) 8, pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406
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Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio; Mele, Antonio - In: Journal of economic dynamics & control 30 (2006) 6, pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
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Credit contagion and aggregate losses
Giesecke, Kay; Weber, Stefan - In: Journal of economic dynamics & control 30 (2006) 5, pp. 741-767
Persistent link: https://www.econbiz.de/10003317075