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Asset pricing with idiosyncratic risk and overlapping generations

Storesletten, Kjetil; Telmer, Chris I.; Yaron, Amir - In: Review of economic dynamics 10 (2007) 4, pp. 519-548

Persistent link: https://www.econbiz.de/10003565995

Asset pricing with idiosyncratic risk and overlapping generations

Storesletten, Kjetil (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001647216

The welfare cost of business cycles revisited : finite lives and cyclical variation in idiosyncratic risk

Storesletten, Kjetil; Telmer, Chris I.; Yaron, Amir - In: European economic review : EER 45 (2001) 7, pp. 1311-1339

Persistent link: https://www.econbiz.de/10001616728

The welfare cost of business cycles revisited : finite lives and cyclical variation in idiosyncratic risk

Storesletten, Kjetil; Telmer, Chris I.; Yaron, Amir - 2000

Persistent link: https://www.econbiz.de/10001535942

Asset pricing with idiosyncratic risk and overlapping generations

Storesletten, Kjetil - 2001

Persistent link: https://www.econbiz.de/10013423664

The Welfare Cost of Business Cycles Revisited : Finite Lives and Cyclical Variation in Idiosyncratic Risk

Storesletten, Kjetil - 2000

This paper investigates the welfare costs of business cycles in a heterogeneous agent, overlapping generations economy which is distinguished by idiosyncratic labor market risk. Aggregate variation arises both in terms of aggregate productivity shocks and countercyclical variation in the...

Persistent link: https://www.econbiz.de/10012470691