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Asset prices and interest rates in cash-in-advance models
Giovannini, Alberto; Labadie, Pamela - 1989
Persistent link: https://www.econbiz.de/10000777156
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Asset prices and interest rates in cash-in-advance models
Giovannini, Alberto - In: Journal of political economy 99 (1991) 6, pp. 1215-1251
Persistent link: https://www.econbiz.de/10001116136
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Asset Prices and Interest Rates in Cash-in-Advance Models
Giovannini, Alberto - 2010
This paper develops a method to solve and simulate cash-in-advance models of money and asset prices. The models are calibrated to US data spanning the period from 1890 to 1987 and are used to study some empirical regularities observed in the US data over this period. The phenomena which are the...
Persistent link: https://www.econbiz.de/10012762745
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Asset Prices and Interest Rates in Cash-In-Advance Models
Giovannini, Alberto - 1989
This paper develops a method to solve and simulate cash-in-advance models of money and asset prices. The models are calibrated to US data spanning the period from 1890 to 1987 and are used to study some empirical regularities observed in the US data over this period. The phenomena which are the...
Persistent link: https://www.econbiz.de/10012475936
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Asset prices and interest rates in cash-in-advance models
Giovannini, Alberto; Labadie, Pamela - 1989
Persistent link: https://www.econbiz.de/10013359635
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Stochastic inflation and the equity premium
Labadie, Pamela - 1989
Persistent link: https://www.econbiz.de/10000767318
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Anonymity and individual risk
Labadie, Pamela - In: Journal of economic theory 144 (2009) 6, pp. 2440-2453
Persistent link: https://www.econbiz.de/10003938064
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Insurance and asset prices in constrained markets
Labadie, Pamela - In: Functional structure inference, (pp. 277-292). 2007
Persistent link: https://www.econbiz.de/10003604390
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Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation
Labadie, Pamela - In: Economic theory : official journal of the Society for … 24 (2004) 4, pp. 789-809
Persistent link: https://www.econbiz.de/10002259290
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Asset pricing with borrowing constraints and ex ante heterogeneity
Labadie, Pamela - In: Macroeconomic dynamics 1 (1997) 2, pp. 423-451
Persistent link: https://www.econbiz.de/10001630062