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Bank credit tightening, debt market frictions, and corporate yield spreads
Massa, Massimo; Zhang, Lei - In: Journal of financial markets 55 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10014543777
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Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000889769
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Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000895343
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Infinite horizon, incomplete markets
Magill, Michael; Quinzii, Martine - 1992 - Rev
Persistent link: https://www.econbiz.de/10000854776
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Asset pricing puzzles and incomplete markets
Telmer, Chris I. - 1991 - rev.
Persistent link: https://www.econbiz.de/10000129416
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Equilibrium in continuous-time financial markets : endogenously dynamically complete markets
Anderson, Robert M.; Raimondo, Roberto C. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 4, pp. 841-907
Persistent link: https://www.econbiz.de/10003740273
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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Does market incompleteness matter for asset prices?
Guvenen, Fatih; Kuruşçu, Burhanettin - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 484-492
Persistent link: https://www.econbiz.de/10003353469
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Incomplete financial markets : volatility and transaction costs
Markeprand, Tobias - 2009
Persistent link: https://www.econbiz.de/10003832516
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079