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The effects of non-trading on the illiquidity ratio
Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
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Asset Pricing with Heterogeneous Agents and Non-Tradeable Assets
Cantillo, Miguel - 2019
This paper develops a tractable asset pricing framework based on an Arrow Debreu economy with heterogeneous agents. The assumption of heterogeneity recasts the market rather than aggregate consumption as the key element for pricing securities. The model expresses some asset pricing relationships...
Persistent link: https://www.econbiz.de/10012901837
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Stock prices, real exchange rates, and optimal capital accumulation
Murphy, Robert G. - 1988
Persistent link: https://www.econbiz.de/10000123885
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Capital mobility, real exchange rate appreciation, and asset price bubbles in emerging economies : a Post Keynesian macroeconomic model for a small open economy
Oreiro, José Luís - In: Journal of post-Keynesian economics : JPKE 28 (2005/2006) 2, pp. 317-344
Persistent link: https://www.econbiz.de/10003284604
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Changing prospects, speculative swings : structuralist links through real asset prices and exchange rates
Phelps, Edmund S. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002399036
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Asset prices, the real exchange rate, and unemployment in a small open economy : a medium-run structuralist perspective
Hoon, Hian Teck; Phelps, Edmund S. - In: The open economy macromodel : past, present and future, (pp. 275-285). 2002
Persistent link: https://www.econbiz.de/10001943868
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Are we sure that the real exchange rate follows a random walk? : A reexamination
Chen, Baizhu - In: International economic journal 8 (1994) 3, pp. 33-44
Persistent link: https://www.econbiz.de/10001169599
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Stock prices and the exchange rate in a structural model with an application to the case of France
Zhu, Zhen - In: Journal of economic integration 13 (1998) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10001237332
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International stock return differentials and real exchange rate changes
Malliaropulos, Dimitrios - In: Journal of international money and finance 17 (1998) 3, pp. 493-511
Persistent link: https://www.econbiz.de/10001246595
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Pensions reform, the price of equity and the real exchange rate
Thoenissen, Christoph - 1998
Persistent link: https://www.econbiz.de/10000995826