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The market price of risk and the equity premium : a legacy of the Great Depression?
Cogley, Timothy; Sargent, Thomas J. - In: Journal of monetary economics 55 (2008) 3, pp. 454-476
Persistent link: https://www.econbiz.de/10003764200
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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Asset prices and liquidity in an exchange economy
Lagos, Ricardo - In: Journal of monetary economics 57 (2010) 8, pp. 913-930
Persistent link: https://www.econbiz.de/10008905009
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A generalized volatility bound for dynamic economies
Otrok, Christopher M.; Ravikumar, B.; Whiteman, Charles H. - In: Journal of monetary economics 54 (2007) 8, pp. 2269-2290
Persistent link: https://www.econbiz.de/10003614141
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Consumption, the persistence of shocks, and asset price volatility
Rodriguez, Juan Carlos - In: Journal of monetary economics 53 (2006) 8, pp. 1741-1760
Persistent link: https://www.econbiz.de/10003394378
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International business cycles with domestic and foreign lenders
Iacoviello, Matteo; Minetti, Raoul - In: Journal of monetary economics 53 (2006) 8, pp. 2267-2282
Persistent link: https://www.econbiz.de/10003394402
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Inattention, wealth inequality and equilibrium asset prices
Finocchiaro, Daria - In: Journal of monetary economics 58 (2011) 2, pp. 146-155
Persistent link: https://www.econbiz.de/10009245167
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Risk and ambiguity in models of business cycles
Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
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Aggregate implications of micro asset market segmentation
Edmond, Chris; Weill, Pierre-Olivier - In: Journal of monetary economics 59 (2012) 4, pp. 319-335
Persistent link: https://www.econbiz.de/10009622497