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Asset Prices in Affine Real Bu...
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Hung, Mao-Wei
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Renault, Eric
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Shanken, Jay
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Duffie, Darrell
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Li, Bin
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Longstaff, Francis A.
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
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Institut der Wirtschaftsprüfer in Deutschland / Arbeitsgruppe "Ermittlung des Basiszinssatzes in der Unternehmensbewertung"
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Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
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Journal of financial economics
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Finance research letters
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76
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Finance and stochastics
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ECONIS (ZBW)
9,951
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1
What do interest rates reveal about the functioning of real business cycle models?
Beaudry, Paul
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1661-1682
Persistent link: https://www.econbiz.de/10001209458
Saved in:
2
Bridging the classroom gap between asset pricing and business cycle theory
Aguilar, Mike
;
Soques, Daniel
- In:
International advances in economic research : IAER ; an …
21
(
2015
)
4
,
pp. 433-452
Persistent link: https://www.econbiz.de/10011529785
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3
Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.
;
Li, Haitao
;
Wang, Shujing
;
Yu, Cindy
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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4
Closed form equilibrium evaluation of interest rate caps and related derivatives in a real business cycle setting
Tvedt, Jostein
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 261-277
Persistent link: https://www.econbiz.de/10011704235
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5
The equity premium in a small open economy and an application to Israel
Borenstein, Eliezer
;
Elkayam, David
- In:
Economic modelling
43
(
2014
),
pp. 81-99
Persistent link: https://www.econbiz.de/10010502208
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6
External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
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7
The equity premium and the allocation of income risk
Danthine, Jean-Pierre
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 509-532
Persistent link: https://www.econbiz.de/10001130452
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8
Inspecting the mechanism : closed-form solutions for asset prices in real business cycle models
Lettau, Martin
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 550-575
Persistent link: https://www.econbiz.de/10001781812
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9
Asset price boom-burst cycle as an elastic money response to technological shocks
Wong, Chin-yoong
;
Eng, Yoke-kee
- In:
Economics letters
114
(
2012
)
3
,
pp. 292-295
Persistent link: https://www.econbiz.de/10009550770
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10
Asset returns, the business cycle and the labor market
Heer, Burkhard
;
Maußner, Alfred
- In:
German economic review
14
(
2013
)
3
,
pp. 372-397
Persistent link: https://www.econbiz.de/10010194977
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