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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong - 2010
restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with …
Persistent link: https://www.econbiz.de/10012762626
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong - 2004
restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with …
Persistent link: https://www.econbiz.de/10012468190
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Essays on economic dynamics
Balasubrahmanian, Ravikumar - 1989
Persistent link: https://www.econbiz.de/10000825839
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Stock prices and monetary policy
De Grauwe, Paul - 2008
Persistent link: https://www.econbiz.de/10003755130
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Should central banks target stock prices?
De Grauwe, Paul - 2008
Persistent link: https://www.econbiz.de/10003758742
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Equilibrium correlations of asset price and return
Leung, Charles Ka Yui - In: The journal of real estate finance and economics 34 (2007) 2, pp. 233-256
Persistent link: https://www.econbiz.de/10003491272
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Essays on asset pricing and the macroeconomy
Kliem, Martin - 2009
Persistent link: https://www.econbiz.de/10003924973
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Asset prices, collateral and unconventional monetary policy in a DSGE model
Hilberg, Björn; Hollmayr, Josef - 2011
In this paper we set up a New-Keynesian model that features an interbank market. The introduction of an interbank market is important to analyze liquidity problems among heterogenous agents within the financial sector. First, because this allows for a situation where increased liquidity supply...
Persistent link: https://www.econbiz.de/10009380435
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2013
Persistent link: https://www.econbiz.de/10009744137