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Caporale, Guglielmo Maria
329
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323
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265
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257
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250
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250
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245
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242
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239
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236
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232
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228
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214
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214
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187
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181
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180
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176
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170
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164
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163
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162
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161
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160
Svensson, Lars E. O.
160
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158
Ploeg, Frederick van der
158
Verhoef, Erik T.
158
Kehoe, Patrick J.
156
Kilian, Lutz
155
Marcellino, Massimiliano
155
Stulz, René M.
154
Diebold, Francis X.
151
Cremer, Helmuth
149
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149
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147
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ECONIS (ZBW)
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EconStor
15,977
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1
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010363250
Saved in:
2
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010375945
Saved in:
3
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
Saved in:
4
Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Yaron, Amir
-
2010
Persistent link: https://www.econbiz.de/10003971758
Saved in:
5
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
Saved in:
6
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
-
2012
Persistent link: https://www.econbiz.de/10009687279
Saved in:
7
Model disagreement and economic outlook
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
-
2014
Persistent link: https://www.econbiz.de/10010372567
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011485635
Saved in:
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