Similar Search Results - EconBiz

Portfolio allocation and asset returns in an olg economy with increasing risk aversion

DaSilva, Amadeu; Farka, Mira - In: European financial management : the journal of the … 23 (2017) 4, pp. 836

Persistent link: https://www.econbiz.de/10011770965

Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk

Harenberg, Daniel - 2018

This paper analyzes how the combination of borrowing constraints and idiosyncratic risk affects the equity premium in … idiosyncratic risk increases the equity premium by 70 percent, which means that the mechanism described in Constantinides, Donaldson … the zero-borrowing constraint is a lot weaker. More surprisingly, when I introduce idiosyncratic labor income risk in an …

Persistent link: https://www.econbiz.de/10011900994

Fiat money and the value of binding portfolio constraints

Páscoa, Mário Rui; Petrassi, Myrian; … - 2008

Persistent link: https://www.econbiz.de/10003822246

Fiat money and the value of binding portfolio constraints

Páscoa, Mário Rui; Petrassi, Myrian; … - In: Economic theory : official journal of the Society for … 46 (2011) 2, pp. 189-209

Persistent link: https://www.econbiz.de/10008826742

Fiat money and the value of binding portfolio constraints

Páscoa, Mário Rui; Petrassi, Myrian; … - 2008

Persistent link: https://www.econbiz.de/10003829951

Transmission of policy shocks in a monetary asset-pricing model

Müller, Markus; Schittko, Ulrich - 1999

Persistent link: https://www.econbiz.de/10001549942

Asset and currency prices in an exchange economy with transactions costs

Bougheas, Spiros P. - In: Journal of macroeconomics 16 (1994) 1, pp. 99-107

Persistent link: https://www.econbiz.de/10001162599

Endogenous money and a liquidity preference theory of asset prices

Wray, L. Randall - In: Review of radical political economics 23 (1991) 1, pp. 118-125

Persistent link: https://www.econbiz.de/10001331450

Policy shocks in a monetary asset-pricing model with endogenous production

Schittko, Ulrich K.; Müller, Markus - In: Jahrbücher für Nationalökonomie und Statistik (1999) 1/2, pp. 147-167

Persistent link: https://www.econbiz.de/10001379043

Policy shocks in a monetary asset-pricing model with endogenous production

Schittko, Ulrich K. - 1995

Persistent link: https://www.econbiz.de/10013453007

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