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~person:"Hansen, Lars Peter"
~person:"Huang, Lixin"
~person:"Romeike, Frank"
~person:"Schröder, Carsten"
~subject:"Financial economics"
~subject:"Financial investment"
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ECONIS (ZBW)
18
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1
Macroeconomic Uncertainty Prices when Beliefs are Tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
-
2019
differ from the well understood
risk
prices widely used in asset pricing theory. A quantitative example highlights a …
Persistent link: https://www.econbiz.de/10014123716
Saved in:
2
Risk
Price Dynamics
Hansen, Lars Peter
-
2019
examples featuring consumption externalities, recursive utility, and jump
risk
…
Persistent link: https://www.econbiz.de/10012906129
Saved in:
3
Macroeconomic Uncertainty Prices When Beliefs are Tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
-
2021
distributions of risks give rise to components of equilibrium prices that differ from the
risk
prices widely used in asset pricing …
Persistent link: https://www.econbiz.de/10013222314
Saved in:
4
Chapter 23.
Risk
Pricing over Alternative Investment Horizons
Hansen, Lars Peter
-
2013
a stochastic growth and discount factors in determining
risk
-adjusted values. These methods are supported by …-based implications for the term structure of
risk
prices. As an illustration of the methods, I re-examine some recent preference based …
Persistent link: https://www.econbiz.de/10014025355
Saved in:
5
Risk
Price Dynamics
Borovička, Jaroslav
-
2009
featuring consumption externalities, recursive utility, and jump
risk
…
Persistent link: https://www.econbiz.de/10013154476
Saved in:
6
Uncertainty outside and inside economic models
Hansen, Lars Peter
-
2014
Persistent link: https://www.econbiz.de/10010412425
Saved in:
7
Long term
risk
: an operator approach
Hansen, Lars Peter
;
Scheinkman, José Alexandre
-
2006
Persistent link: https://www.econbiz.de/10003389671
Saved in:
8
Risk
Price Dynamics
Borovička, Jaroslav
-
2009
featuring consumption externalities, recursive utility, and jump
risk
…
Persistent link: https://www.econbiz.de/10012463143
Saved in:
9
Risk
Price Dynamics
Borovička, Jaroslav
-
2019
featuring consumption externalities, recursive utility, and jump
risk
…
Persistent link: https://www.econbiz.de/10012871777
Saved in:
10
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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