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11
Consumption volatility, production volatility, spot rate volatility and the returns on treasury bills and bonds
Lauterbach, Beni
-
1989
Persistent link: https://www.econbiz.de/10000769051
Saved in:
12
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
-
1996
Persistent link: https://www.econbiz.de/10000613973
Saved in:
13
Luxury goods and the equity premium
Aït-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Saved in:
14
An estimation of economic models with recursive preferences
Chen, Xiaohong
(
contributor
);
Favilukis, Jack
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003616319
Saved in:
15
Essays on current account dynamics and multiple equilibrium in open economies
Pereira, Rodrigo Mendes
-
2005
Persistent link: https://www.econbiz.de/10003380875
Saved in:
16
Essays on individual investor behavior
Choi, James J.
-
2005
Persistent link: https://www.econbiz.de/10003384470
Saved in:
17
Essays on consumption and expected returns
Yogo, Motohiro
-
2004
Persistent link: https://www.econbiz.de/10003387664
Saved in:
18
An estimation of economic models with recursive preferences
Chen, Xiaohong
;
Favilukis, Jack
;
Ludvigson, Sydney C.
-
2012
-
This draft: October 3, 2012
the estimated relative
risk
aversion parameter ranges from 17-60, with higher values for aggregate consumption than for …
Persistent link: https://www.econbiz.de/10009667007
Saved in:
19
An estimation of economic models with recursive preferences
Chen, Xiaohong
;
Favilukis, Jack
;
Ludvigson, Sydney C.
- In:
Quantitative economics : QE ; journal of the …
4
(
2013
)
1
,
pp. 38-83
Persistent link: https://www.econbiz.de/10009759923
Saved in:
20
An estimation of economic models with recursive preferences
Chen, Xiaohong
;
Favilukis, Jack
;
Ludvigson, Sydney C.
-
2011
Persistent link: https://www.econbiz.de/10009231453
Saved in:
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