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Evaluation asset pricing models with limited commitment using household consumption data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - 2006
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of the limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10010298336
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Evaluating asset pricing models with limited commitment using household consumption data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 715-726
Persistent link: https://www.econbiz.de/10003725672
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Evaluation asset pricing models with limited commitment using household consumption data
Krueger, Dirk (contributor); Lustig, Hanno (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376995
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Evaluating asset pricing models with limited commitment using household consumption data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - 2007
"We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10003653413
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Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
Krueger, Dirk - 2007
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10012464989
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Evaluation asset pricing models with limited commitment using household consumption data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - Center for Financial Studies - 2006
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of the limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10010958661
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Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - National Bureau of Economic Research (NBER) - 2007
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10005084749
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Taxing Capital? Not a Bad Idea After All!
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - Center for Financial Studies - 2006
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of the limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10005022427
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EVALUATING ASSET PRICING MODELS WITH LIMITED COMMITMENT USING HOUSEHOLD CONSUMPTION DATA
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - 2007
Persistent link: https://www.econbiz.de/10007902878
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Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - In: Journal of the European Economic Association 6 (2008) 2-3, pp. 715-726
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of limited enforcement of intertemporal contracts. Lustig (2004) has shown that in such a model the asset pricing kernel can be written as a simple function of the aggregate consumption...
Persistent link: https://www.econbiz.de/10005737318