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Ahn, Seryoong - 2017

We study the consumption and investment model under time-varying liquidity constraints (TVLC) that are widely used in …

Persistent link: https://www.econbiz.de/10012973620

Ahn, Seryoong; Choi, Kyoung Jin; Lim, Byung Hwa - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1643-1681

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Charléty, Patricia - In: Revue économique : revue bimestrielle 48 (1997) 4, pp. 853-868

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Xiao, Jing-jian - 1991

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Huang, Huaxiong; Milevsky, Moshe Arye - In: Journal of banking & finance 32 (2008) 11, pp. 2444-2452

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Horneff, Wolfram J.; Maurer, Raimond; Stamos, Michael Zisis - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3590-3612

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Gomes, Francisco J. (contributor); … - 2003 - [Elektronische Ressource]

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Munk, Claus; Sørensen, Carsten - In: Journal of financial economics 96 (2010) 3, pp. 433-462

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Bonaparte, Yosef; Korniotis, George M.; Bohara, Alok Kumar - In: Journal of financial economics 113 (2014) 2, pp. 300-324

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Cocco, João F.; Gommes, Francisco J.; Maenhout, Pascal J. - In: The review of financial studies 18 (2005) 2, pp. 491-533

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