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Stock price booms and expected capital gains

Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014

Persistent link: https://www.econbiz.de/10010363250

Stock price booms and expected capital gains

Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014

Persistent link: https://www.econbiz.de/10010375945

Stock price booms and expected capital gains

Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014

successfully replicates (1) the volatility of stock prices and (2) the positive correlation between the price dividend ratio and …

Persistent link: https://www.econbiz.de/10011490485

Long-run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010

Persistent link: https://www.econbiz.de/10003971758

Long-Run risks and financial markets

Bansal, Ravi - 2007

-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …

Persistent link: https://www.econbiz.de/10003495605

Disagreement and asset prices

Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - 2012

Persistent link: https://www.econbiz.de/10009687279

Model disagreement and economic outlook

Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - 2014

Persistent link: https://www.econbiz.de/10010372567

Heterogeneous expectations in asset pricing : empirical evidence from the S&P500

Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - 2014

Persistent link: https://www.econbiz.de/10010349280

On the relationship of information processes and asset price processes

Lüders, Erik; Peisl, Bernhard - 2000 - This draft: February 11, 2000

stochastic volatility of asset prices and to give theoretical arguments for empirically well documented facts. We show that … stochastic volatility. …

Persistent link: https://www.econbiz.de/10011543916

Pricing assets in an economy with two types of people

Farmer, Roger E. A. - 2016

Persistent link: https://www.econbiz.de/10011485635

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