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Equity premia with benchmark levels of consumption : closed-form results

Abel, Andrew B. - 2006

Persistent link: https://www.econbiz.de/10003333462

An exploration of the effects of pessimism and doubt asset returns

Abel, Andrew B. - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1075-1092

Persistent link: https://www.econbiz.de/10001656068

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000832

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004100

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. - 2001

Persistent link: https://www.econbiz.de/10001552360

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. - 2001

Persistent link: https://www.econbiz.de/10001557216

Optimal inattention to the stock market with information costs and transactions costs

Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009

Persistent link: https://www.econbiz.de/10003849119

Optimal inattention to the stock market with information costs and transactions costs

Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009 - Current draft, May 2009

Persistent link: https://www.econbiz.de/10003887077

Optimal inattention to the stock market

Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - In: The American economic review 97 (2007) 2, pp. 244-249

Persistent link: https://www.econbiz.de/10003501846

Equity Premia with Benchmark Levels of Consumption : Closed-Form Results

Abel, Andrew B. - 2006

I calculate exact expressions for risk premia, term premia, and the premium on levered equity in a framework that includes habit formation, keeping/catching up with the Joneses, and possible departures from rational expectations. Closed-form expressions for the first and second moments of...

Persistent link: https://www.econbiz.de/10012466378