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Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios; Calvet, Laurent E. - In: Journal of monetary economics 53 (2006) 6, pp. 1095-1115

Persistent link: https://www.econbiz.de/10003369372

Idiosyncratic production risk, growth, and the business cycle

Angeletos, Marios (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661630

Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios; Calvet, Laurent E. - 2003

Persistent link: https://www.econbiz.de/10001765837

Idiosyncratic production risk, growth and the business cycle

Angeletos, Marios (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001822522

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios; Calvet, Laurent E. - 2021

We introduce a neoclassical growth economy with idiosyncratic production risk and incomplete markets. Each agent is an entrepreneur operating her own neoclassical technology with her own capital stock. The general equilibrium is characterized in closed form. Idiosyncratic production shocks...

Persistent link: https://www.econbiz.de/10013213408

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios - 2003

Persistent link: https://www.econbiz.de/10012468934

Idiosyncratic Production Risk, Growth, and the Business Cycle

Angeletos, George-Marios; Calvet, Laurent E. - 2015

Persistent link: https://www.econbiz.de/10014034132

Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

Persistent link: https://www.econbiz.de/10010407529

The dynamic relations between market returns and two types of risk with business cycles

Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 593-618

Persistent link: https://www.econbiz.de/10010401371

Momentum strategy and credit risk

Lu, Su-lien; Lee, Kuo-jung; Yu, Chia-chang - In: Applied financial economics 24 (2014) 10/12, pp. 753-762

Persistent link: https://www.econbiz.de/10010402585

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