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EQUITY PREMIA WITH BENCHMARK LEVELS OF CONSUMPTION: CLOSED-FORM RESULTS
Abel, Andrew B. - 2006
Persistent link: https://www.econbiz.de/10007274053
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An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
Abel, Andrew B.; Eberly, Janice C. - In: Journal of economic dynamics & control 21 (1997) 4-5, pp. 831-852
Persistent link: https://www.econbiz.de/10006792638
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Articles - The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
Abel, Andrew B. - In: The American economic review 91 (2001) 1, pp. 128-148
Persistent link: https://www.econbiz.de/10006833470
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A Unified Model of Investment Under Uncertainty
Abel, Andrew B.; Eberly, Janice C. - In: The American economic review 84 (1994) 5, pp. 1369-1384
Persistent link: https://www.econbiz.de/10006865424
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Exact Solutions for Expected Rates of Return under Markox Regime Switching: Implications for the Equity Premium Puzzle
Abel, Andrew B. - In: Journal of money, credit and banking : JMCB 26 (1994) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10006684162
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OPTIMAL INATTENTION TO THE STOCK MARKET WITH INFORMATION COSTS AND TRANSACTIONS COSTS
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stavros - 2009
Persistent link: https://www.econbiz.de/10008269986
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Risk premia and term premia in general equilibrium
Abel, Andrew B. - In: Journal of monetary economics 43 (1999) 1, pp. 3-34
Persistent link: https://www.econbiz.de/10007689793
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Optimal Investment with Costly Reversibility
Abel, Andrew B.; Eberly, Janice C. - In: The review of economic studies 63 (1996) 217, pp. 581-594
Persistent link: https://www.econbiz.de/10007706677
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Inaction and Adjustment: Consequences for Households and Firms - Optimal Inattention to the Stock Market
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stavros - In: The American economic review 97 (2007) 2, pp. 244-249
Persistent link: https://www.econbiz.de/10007745715
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ON SUNSPOTS, HABITS, AND MONETARY FACTS
Auray, StÉPhane; FÈVe, Patrick; Abel, Andrew B.; … - In: Macroeconomic dynamics 12 (2008) 1, pp. 72-96
Persistent link: https://www.econbiz.de/10007897049