Similar Search Results

Time to build and bond risk premia

Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 121 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012504154

Extrapolative asset pricing

Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47

Persistent link: https://www.econbiz.de/10014422547

Time to build and bond risk premia

Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 136 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013394035

Regime shifts in a long-run risks model of stock and treasury bond markets

Li, Kai; Xu, Chenjie - In: China finance review international 12 (2022) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10013453608

The pollution premium

Hsu, Po-Hsuan; Li, Kai; Tsou, Chi-Yang - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1343-1392

Persistent link: https://www.econbiz.de/10014312026

Toward a quantitative general equilibrium asset pricing model with intangible capital

Ai, Hengjie; Croce, Mariano M.; Li, Kai - In: The review of financial studies 26 (2013) 2, pp. 491-530

Persistent link: https://www.econbiz.de/10009717722

The collateralizability premium

Ai, Hengjie; Li, Jun E.; Li, Kai; Schlag, Christian - In: The review of financial studies 33 (2020) 12, pp. 5821-5855

Persistent link: https://www.econbiz.de/10012387492

The collateralizability premium

Li, Jun; Ai, Hengjie; Li, Kai; Schlag, Christian - In: Essays in macro-finance, (pp. 49-88). 2018

Persistent link: https://www.econbiz.de/10012111472

The collateralizability premium

Ai, Hengjie; Li, Jun E.; Li, Kai; Schlag, Christian - 2019

A common prediction of macroeconomic models of credit market frictions is that the tightness of financial constraints is countercyclical. As a result, theory implies a negative collateralizability premium; that is, capital that can be used as collateral to relax financial constraints provides...

Persistent link: https://www.econbiz.de/10012113782

A consumption-based asset pricing model with disappointment aversion and uncertainty shocks

Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243

Persistent link: https://www.econbiz.de/10012694760