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ECONIS (ZBW)
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1
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
Saved in:
2
Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
Journal of monetary economics
55
(
2008
),
pp. 111-126
Persistent link: https://www.econbiz.de/10003790067
Saved in:
3
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
Saved in:
4
The irreversibility premium
Chirinko, Robert S.
;
Schaller, Huntley
- In:
Journal of monetary economics
56
(
2009
)
3
,
pp. 390-408
Persistent link: https://www.econbiz.de/10003850566
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
A fiscal
theory
of sovereign risk
Uribe, Martín
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1857-1875
Persistent link: https://www.econbiz.de/10003394383
Saved in:
9
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
Saved in:
10
Long-run productivity risk : a new hope for production-based asset pricing?
Croce, Mariano M.
- In:
Journal of monetary economics
66
(
2014
),
pp. 13-31
Persistent link: https://www.econbiz.de/10010482383
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