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Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility
Meyer, Bernd - 1996
This paper reexamines the Equity Premium Puzzle for the German stock market with control for inflation and taxation. Two methods for relaxing the assumption of aggregate consumption being equal to aggregate dividends are compared: the leverage approach and the usage of a bivariate stochastic...
Persistent link: https://www.econbiz.de/10009681108
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Stock prices, exchange rate and market efficiency
Asimakopoulos, Ioannis - 1997
Persistent link: https://www.econbiz.de/10000967380
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Testing financial market equilibrium under asymmetric information : a comment
Nöldeke, Georg - 1994
Persistent link: https://www.econbiz.de/10000886965
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Insider trading, micro diversity and the long-run macro efficiency
Antonov, Michail V.; Trofimov, Georgij - 1992
Persistent link: https://www.econbiz.de/10000855366
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Lecture notes in incomplete markets
Duffie, Darrell (contributor) - 1988
Persistent link: https://www.econbiz.de/10000772948
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Market-based corrective actions
Bond, Philip; Goldstein, Itay; Prescott, Edward Simpson - In: The review of financial studies 23 (2010) 2, pp. 781-820
Persistent link: https://www.econbiz.de/10003943090
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Three essays on sovereign default and collateral constraints
Grill, Michael - 2011
Persistent link: https://www.econbiz.de/10009377300
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Price dynamics of European CO2 allowances : an equilibrium model and a reduced-form analysis
He, Sha - 2012
Persistent link: https://www.econbiz.de/10009563808