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Excess sensitivity of stock markets to negative returns
Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10011587062
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Stock price dynamics of China : what do the asset markets tell us about the Chinese utility function?
Kwan, Yum-keung; Dong, Jinyue - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 77-108
Persistent link: https://www.econbiz.de/10010465138
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Asset returns and labor supply in a production economy
Jaccard, Ivan - In: Journal of money, credit and banking : JMCB 46 (2014) 5, pp. 889-919
Persistent link: https://www.econbiz.de/10010466700
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On the relative performance of consumption models in foreign and domestic markets
Matos, Paulo; Costa, Carlor E. da - In: International journal of financial markets and derivatives 5 (2016) 2/4, pp. 154-188
Persistent link: https://www.econbiz.de/10011742314
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Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle
Fu, Qi; So, Jacky C.; Li, Xiaotong - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491994
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Elucidating equity premium using corporate dividends and habit formation
Chang, Jow-Ran; Chu, Hsu-Hsien - In: Annals of financial economics 10 (2015) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011408568
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Nominal rigidities and the term structures of equity and bond returns
Lopez, Pierlauro; López-Salido, José David; … - 2023
Persistent link: https://www.econbiz.de/10014295541
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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Risks after disasters : a note on the effects of precautionary saving on equity premiums
Suzuki, Shiba - 2009
Persistent link: https://www.econbiz.de/10003854436