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Habit Formation Heterogeneity...
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Habit formation heterogeneity : implications for aggregate asset pricing
Dubin, Eduard
;
Grishchenko, Olesya V.
;
Kartashov, Vasily
-
2012
Persistent link: https://www.econbiz.de/10009546869
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2
Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Kartashov, Vasily
;
Maurer, Raimund
;
Mitchell, Olivia S.
; …
-
2011
Persistent link: https://www.econbiz.de/10009372885
Saved in:
3
The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
-
2011
Persistent link: https://www.econbiz.de/10009501966
Saved in:
4
Inflation risk premium : evidence from the TIPS market
Grishchenko, Olesya V.
;
Huang, Jing-Zhi
-
2012
Persistent link: https://www.econbiz.de/10009546875
Saved in:
5
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang
;
Grishchenko, Olesya V.
-
2011
Persistent link: https://www.econbiz.de/10009406475
Saved in:
6
The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
-
2012
Persistent link: https://www.econbiz.de/10010424595
Saved in:
7
Measuring private information trading in emerging markets
Grishchenko, Olesya V.
;
Litov, Lubomir
;
Mei, Jianping
-
2002
Persistent link: https://www.econbiz.de/10001709779
Saved in:
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