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Perspectives on asset pricing in dynamic production economies
Gershun, Natalia - 2003
Persistent link: https://www.econbiz.de/10003778898
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Agency business cycles
Golosov, Michail Ju.; Menzio, Guido - 2015
Persistent link: https://www.econbiz.de/10011420884
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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2012
Persistent link: https://www.econbiz.de/10009697906
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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2013
Persistent link: https://www.econbiz.de/10009713937
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Agency business cycles
Golosov, Michail Ju.; Menzio, Guido - 2015
Persistent link: https://www.econbiz.de/10011452977
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Can a sunspot driven model replicate recognizable business cycles?
Tsoukalas, John D. - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 2, pp. 89-120
Persistent link: https://www.econbiz.de/10003267503
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Habit persistence in consumption in a sticky price model of a business cycle
Gail, Michael - In: Advances in macroeconometric modeling : papers and …, (pp. 9-44). 2005
Persistent link: https://www.econbiz.de/10002832509
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Comparing sunspot equilibrium and lottery equilibrium allocations : the finite case
Garratt, Rod; Keister, Todd; Shell, Karl - In: International economic review 45 (2004) 2, pp. 351-386
Persistent link: https://www.econbiz.de/10002055754
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The Inefficient Markets Hypothesis : Why Financial Markets Do Not Work Well in the Real World
Farmer, Roger E. A. - 2012
Existing literature continues to be unable to offer a convincing explanation for the volatility of the stochastic discount factor in real world data. Our work provides such an explanation. We do not rely on frictions, market in completeness or transactions costs of any kind. Instead, we modify a...
Persistent link: https://www.econbiz.de/10013096129
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The Inefficient Markets Hypothesis : Why Financial Markets Do Not Work Well in the Real World
Farmer, Roger E.A. - 2012
Existing literature continues to be unable to offer a convincing explanation for the volatility of the stochastic discount factor in real world data. Our work provides such an explanation. We do not rely on frictions, market in completeness or transactions costs of any kind. Instead, we modify a...
Persistent link: https://www.econbiz.de/10012460013