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Asset returns in an endogenous growth model with incomplete markets

Krebs, Tom; Wilson, Bonnie - 2002

This paper analyzes a class of stochastic endogenous growth models with uninsurable idiosyncratic income risk. The model economy is populated by infinitely-lived households who own and operate their own business, work for a stock company, and participate in stock and bond markets. Households...

Persistent link: https://www.econbiz.de/10010318914

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45

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The relationship between financial asset returns and the well-being of US households

Smales, Lee A. - In: Applied economics letters 21 (2014) 16/18, pp. 1184-1188

Persistent link: https://www.econbiz.de/10010465732

Equilibrium moment restrictions on asset returns : normal and crisis periods

Simmons, Peter J.; Tantisantiwong, Nongnuch - In: The European journal of finance 20 (2014) 10/12, pp. 1064-1089

Persistent link: https://www.econbiz.de/10010465917

Freedom of the press and equity returns : empirical investigation in emerging markets

Tuan Viet Le - In: Global journal of emerging market economies 12 (2020) 3, pp. 359-377

Persistent link: https://www.econbiz.de/10012388122

Asset pricing and impact investing with pro-environmental preferences

Zerbib, Olivier David - 2020

Persistent link: https://www.econbiz.de/10012312117

Testing the procyclicality and financial stability of Islamic banking industry

Masood, Omar; Javaria, Kiran - In: Journal of Islamic financial studies 7 (2021) 1, pp. 41-49

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The Russo-Ukrainian war and financial markets : the role of dependence on Russian commodities

Lo, Gaye Del; Marcelin, Isaac; Bassène, Théophile; … - In: Finance research letters 50 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014234113